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Approximation methods for the total claimsize distribution – an algorithmic and graphical presentation. (English) Zbl 0795.62092

Summary: The present paper is an outcome of a seminar in insurance mathematics at ETH Zürich in SS 92. The aim was to introduce the students to the traditional algorithms using modern computer tools. Since graphical representations are more intuitive than rows of numbers the students were encouraged to use programs offering graphical aids as e.g. MATHEMATICA. The resulting graphics were most interesting and we hope that this opinion is shared by our readers.

MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
65C99 Probabilistic methods, stochastic differential equations

Software:

Mathematica
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