Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Refine search results

Journals help

  1. 1 Śląski Przegląd Statystyczny

Authors help

  1. 1 Nikodem-Słowikowska A.

Years help

  1. 1 2012

Results found: 1

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  compound negative binomial approximation
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1

Ulepszenie aproksymacji indywidualnego modelu ryzyka przez kolektywny model ryzyka

100%
Nikodem-Słowikowska A.
Śląski Przegląd Statystyczny
|
2012
|
issue 10(16)
69-81
EN
In the individual risk model the aggregate claims distribution can be calculated by using the compound distribution. In this article two approximations will be described: the compound Poisson approximation and the compound negative binomial approximation. Using this method of calculated aggregate claims distribution, errors of approximation are made. To reduce these errors the higher order approximations can be used, which are taken from [Pits]. In this article the numerical examples, including the refinement of the compound approximation, are considered for homogeneous portfolio and for inhomogeneous portfolios with two classes.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.