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Integral equations for the aggregate claim amount. (Spanish. English summary) Zbl 1307.91100

Summary: In the context of insurance mathematics, we study the renewal properties of the so-called aggregate claim amount for the non-discounted and the discounted case. For these models, we set integral equations for the distribution function. Additionally we mention how the integral equation may be used to find an approximation of the distribution.

MSC:

91B30 Risk theory, insurance (MSC2010)
65R20 Numerical methods for integral equations
65D30 Numerical integration
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