Computation of the Aggregate Claim Amount Distribution Using R and Actuar

DOI10.1007/978-3-7908-2604-3_13zbMath1436.62494OpenAlexW2174216178MaRDI QIDQ3298460

Vincent Goulet

Publication date: 14 July 2020

Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_13

zbMATH Keywords

compound distributionrisk theoryaggregate models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Actuarial mathematics (91G05)

Uses Software

• actuar
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Cites Work

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• Simulation of Compound Hierarchical Models in R
• Loss Models

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