Risk theory: Application to disability claims
This thesis has the following objectives: to develop an algorithm for simulating a probability distribution, to characterize the Poisson and compound Poisson processes, to apply to certain claims estimator problems at the Social Security System and to evaluate the results. The discussion concentrat...
Saved in:
| Main Author: | |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Animo Repository
1984
|
| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/15986 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | De La Salle University |
| Language: | English |
| Summary: | This thesis has the following objectives: to develop an algorithm for simulating a probability distribution, to characterize the Poisson and compound Poisson processes, to apply to certain claims estimator problems at the Social Security System and to evaluate the results. The discussion concentrates on collective risk model, compound Poisson distribution, Poisson process and compound Poisson process, non-stationary Poisson process and the distribution of aggregate claims. There is a computer program to degenerate Poisson variates. |
|---|