Computing the aggregate claims distribution

Autor:	Dlouhá, Veronika
Přispěvatelé:	Pešta, Michal, Cipra, Tomáš
Jazyk:	čeština
Rok vydání:	2015
Předmět:	Panjer recursive formula Panjerova rekurzivní formula aggregate claims kolektivní model aproximace distribucí agregované škody rychlá Fourierova transformace approximation of distribution collective model fast Fourier transform
Popis:	In this bachelor thesis I study the distribution of aggregate claims. First I introduce the topic and present main models. Then, I show some distributions used for modeling number and amound of claims with estimates of their parameters. Next I get to compound distribution and its basic charakteristics. In other parts of the thesis I study the probability of aggregate claims using Panjer recursion and fast Fourier transform and apply the thoery to examples. Finally I mention some methods to approximate aggregate claims using known distribution.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=od______2186::9d91e63e561eb84da06d03c44fcdc413 http://www.nusl.cz/ntk/nusl-331048 Zobrazit plný text záznamu