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...
- 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
| 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. |
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