Aproximácie rozdelenia celkovej škody a ich aplikácia v interných aktuárskych modeloch

Publikace:
Aproximácie rozdelenia celkovej škody a ich aplikácia v interných aktuárskych modeloch

Článekopen accesspeer-reviewedpublished

dc.contributor.author	Páleš, Michal
dc.date.accessioned	2012-02-29T13:21:04Z
dc.date.available	2012-02-29T13:21:04Z
dc.date.issued	2011
dc.description.abstract	Based on quality actuarial analysis of specific data, an effective method to estimate the distribution of total claim is chosen. Approximate, recurrent procedures and simulation techniques can be used, for example. This paper presents approximate the effect normal distribution compared with standard procedure. The entire sample is presented for calculating the risk premium for explicit examples including the use of computer technology.	eng
dc.format	p. 126-134
dc.identifier	Univerzitní knihovna (studovna)	cze
dc.identifier.issn	1211-555X (Print)
dc.identifier.issn	1804-8048 (Online)
dc.identifier.signature	47940-20
dc.identifier.uri	https://hdl.handle.net/10195/42491
dc.language.iso	slo
dc.peerreviewed	yes	eng
dc.publicationstatus	published	eng
dc.publisher	Univerzita Pardubice	cze
dc.relation.ispartof	Scientific papers of the Univerzity of Pardubice. Series D, Faculty of Economics and Administration. 20 (2/2011)	eng
dc.subject	risk theory	eng
dc.subject	individual risk model	eng
dc.subject	normal approximation	eng
dc.subject	lyapun characteristic	eng
dc.subject	Berry-Esseen theorem	eng
dc.subject	risk premium	eng
dc.subject	central limit theorems	eng
dc.title	Aproximácie rozdelenia celkovej škody a ich aplikácia v interných aktuárskych modeloch	slo
dc.type	Article	eng
dspace.entity.type	Publication

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