The individual risk model

نویسندگان

  • Jan Dhaene
  • David Vyncke
چکیده

In the individual risk model, the total claims on a portfolio of insurance contracts is the random variable of interest. The total claims is modelled as the sum of all claims on the individual policies, which are assumed independent. We present several techniques, such as convolution and recursions, to obtain results in this model.

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تاریخ انتشار 2003