MACROECONOMIC VERSION OF A CLASSICAL FORMULA IN RISK THEORY

被引：2

作者：

BOOGAERT, P

DEWAEGENAERE, A

机构：

[1] UIA, University of Antwerp

来源：

INSURANCE MATHEMATICS & ECONOMICS | 1990年 / 9卷 / 2-3期

关键词：

Discounting factor; Handling delay; Inflation; Interest; Liability process; Payment delay; Recursive formula; Risk processes;

D O I：

10.1016/0167-6687(90)90028-C

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper an extension of Panjer's recursive formula is computed, taking into account macro-economic elements and a delay in the claim settlement. This formula will be used to calculate the cumulative distribution function of the liabilities of an insurer up to some fixed time t. © 1990.

引用

页码：155 / 162

页数：8