Risk theory: Application to disability claims
Date of Publication
1984
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Applied Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Abstract/Summary
This thesis has the following objectives: to develop an algorithm for simulating a probability distribution, to characterize the Poisson and compound Poisson processes, to apply to certain claims estimator problems at the Social Security System and to evaluate the results. The discussion concentrates on collective risk model, compound Poisson distribution, Poisson process and compound Poisson process, non-stationary Poisson process and the distribution of aggregate claims. There is a computer program to degenerate Poisson variates.
Abstract Format
html
Language
English
Format
Accession Number
TU05752
Shelf Location
Archives, The Learning Commons, 12F Henry Sy Sr. Hall
Physical Description
53 numb. leaves
Keywords
Claims; Risk; Poisson processes
Recommended Citation
Padilla, G. V. (1984). Risk theory: Application to disability claims. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/15986
