Trends in education, 2009 (vol. 2), issue 1

TVV 2009, 2(1):235-238

STOCHASTIC METHODS IN INSURANCE

URBANÍKOVÁ Marta

The contribution deals with the possibility of using the stochastic methods in insurance. The models are based on the probability distribution of a random variable representing the amount of claims. Particularly, Log-normal, Gama, Beta, Paret and compound Poisson distributions are used. These models allow for an effective calculation of a risk premium.

Keywords: Insurance, Probability distributions, amount of claimsl.

Published: July 1, 2009  Show citation

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URBANÍKOVÁ, M. (2009). STOCHASTIC METHODS IN INSURANCE. Trends in education, 2(1), 235-238
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References

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  2. PACAKOVÁ, V. : Aplikovaná poistná štatistika. Bratislava ELITA, 2000. 248 s. ISBN 80-8044-073-5.
  3. URBANÍKOVÁ, M - VACULÍKOVÁ, Ľ.: Aktuárska matematika. Bratislava STU, 2006. 186 s. ISBN 80-227-2442-4.

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