Distribución Poisson-Pascal generalizada utilizando el algoritmo de Panjer

Panjer’s algorithm used in the calculation actuarial basis taking class distributions (a,b), presents a recursive formula for calculating function distribution of sums of random variables in a model of collective risk. If the secondary distribution in this model is the ETNBD, Compound Poisson distri...

Full description

Autores:
Cruz Reyes, Danna Lesley
Másmela Caita, Luis Alejandro
Tipo de recurso:
Fecha de publicación:
2010
Institución:
Universidad Santo Tomás
Repositorio:
Repositorio Institucional USTA
Idioma:
spa
OAI Identifier:
oai:repository.usta.edu.co:11634/39541
Acceso en línea:
https://revistas.usantotomas.edu.co/index.php/estadistica/article/view/31
http://hdl.handle.net/11634/39541
Palabra clave:
istribución de Poisson-Pascal
modelo de riesgo colectivo
distribuciones clase (a
b)
algoritmo de Panjer
Rights
License
http://purl.org/coar/access_right/c_abf2
Description
Summary:Panjer’s algorithm used in the calculation actuarial basis taking class distributions (a,b), presents a recursive formula for calculating function distribution of sums of random variables in a model of collective risk. If the secondary distribution in this model is the ETNBD, Compound Poisson distribution is named PoissonPascal, this is a family of distributions very used in the mathematics of insurance and can generate models statistically appropriate. It illustrates the methodology application to a data set of a portfolio of policies cars, in addition the algorithm is implemented using the statistical software R.