A New Method for Evaulation of Bivariate Compound Poisson Distribution for Aggregate Claims

Gamze ÖZEL

Makale detayları

A New Method for Evaulation of Bivariate Compound Poisson Distribution for Aggregate Claims

Yazarlar:

Gamze ÖZEL

Yayıncı:

Gazi University

Dergi:

Gazi University Journal of Science 2011 Vol.24 Issue 2, pp.241-248

Belge Tipi:

Makale

Yayın Tarihi:

4/2011

Belge Dili:

İngilizce

Document ID (Org No.):

2000429658

eISSN:

2147-1762

Özet:

 


In this paper, a bivariate compound Poisson model is proposed for calculating the aggregate claims distribution in a discrete framework and the probabilistic characteristics of this model, such as the joint probability function, joint probability generating function, correlation coefficient and covariance are derived. Then, an algorithm is prepared in Oracle database to obtain the probabilities quickly. By means of prepared algorithm some numerical examples are also given to illustrate the usage of the bivariate compound Poisson model.

 

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Makale detayları

A New Method for Evaulation of Bivariate Compound Poisson Distribution for Aggregate Claims

Yazarlar: Gamze ÖZEL

Yayıncı: Gazi University

Dergi: Gazi University Journal of Science 2011 Vol.24 Issue 2, pp.241-248

Belge Tipi: Makale

Yayın Tarihi: 4/2011

Belge Dili: İngilizce

Document ID (Org No.): 2000429658

eISSN: 2147-1762

Sayı

Yazarlar:

Gamze ÖZEL

Yayıncı:

Gazi University

Dergi:

Gazi University Journal of Science 2011 Vol.24 Issue 2, pp.241-248

Belge Tipi:

Makale

Yayın Tarihi:

4/2011

Belge Dili:

İngilizce

Document ID (Org No.):

2000429658

eISSN:

2147-1762