Abstract

PACHECO-GONZALEZ, Carlos G. Integral equations for the aggregate claim amount. Rev. Mat [online]. 2011, vol.18, n.1, pp.01-07. ISSN 1409-2433.

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.

Keywords : aggregate claim amount; Volterra integral equation; discounted process.

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