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Blätter der DGVFM

, Volume 17, Issue 1, pp 1–14 | Cite as

The numerical evaluation of the aggregate claim density function via integral equations

  • Berthold Ströter
Article

Summary

In this article it is shown how to use standard methods for the numerical solution of Volterra integral equations to approximate the aggregate claim density accurately. An error analysis is performed, too. The approximation procedure is carried out for some examples and an APL computer program is also included for practical applications.

Keywords

Quadrature Rule Volterra Integral Equation Single Step Method Aggregate Claim Claim Number 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Zusammenfassung

In dieser Arbeit werden Standardmethoden zur Lösung von Volterra-Integralgleichungen benutzt, um genaue NÄherungswerte für die Gesamtschadendichte zu gewinnen. ZusÄtzlich wird eine Fehleranalyse der Verfahren durchgeführt. Der Approximationsalgorithmus wird auf ein Beispiel angewandt. Dem Artikel ist ein APL-Computerprogramm der dargestellten Verfahren für praktische Anwendungen beigefügt.

References

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Copyright information

© DAV/DGVFM 1985

Authors and Affiliations

  • Berthold Ströter
    • 1
  1. 1.Köln

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