{"id":2236,"date":"2018-01-06T22:31:45","date_gmt":"2018-01-06T16:31:45","guid":{"rendered":"https:\/\/www.isrt.ac.bd\/?post_type=tribe_events&p=2236"},"modified":"2018-01-06T22:31:45","modified_gmt":"2018-01-06T16:31:45","slug":"seminar-on-tuesday-january-9-at-2-pm","status":"publish","type":"tribe_events","link":"https:\/\/isrt.ac.bd\/event\/seminar-on-tuesday-january-9-at-2-pm\/","title":{"rendered":"Seminar on Tuesday, January 9 at 2 pm"},"content":{"rendered":"
Title<\/span>:\u00a0Panjer Recursion to evaluate total claim distribution recursively<\/b><\/span><\/div>\n
<\/div>\n
\u00a0<\/span><\/div>\n
Speaker:<\/span>\u00a0Dr. Abdul H. Sharif<\/span><\/div>\n
\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Adjunct Professor<\/span><\/div>\n
\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Mathematical Sciences Department<\/span><\/div>\n
\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Central Connecticut State Deltin 7 Aviator গেম টাকা ইনকাম, USA.\u00a0<\/span><\/div>\n
\u00a0 \u00a0<\/span><\/div>\n
Abstract:<\/span>\u00a0The usual method of evaluating the distribution function of the total claims incurred in a fixed period of\u00a0time,\u00a0requires the computation of many convolutions of the conditional distribution of the amount of a claim given that a claim has occurred. When the expected number of claims is large, the computation can become unwieldy even with modern\u00a0large-scale\u00a0electronic computers. In this presentation, a recursive definition of the distribution of total claims is developed for a family of claim number distributions and arbitrary claim amount distributions. When the claim amount is discrete, the recursive definition can be used to compute the distribution of total claims without the use of convolutions. This can reduce the number of required computations by several orders of magnitude for sufficiently large portfolios.<\/span><\/div>\n
\n

Finally, I will discuss some current research on total claim modeling. Assuming the diversified level of the audience, the level of mathematics will be kept to probability generating function(PGF) and moment generating function (MGF).<\/span><\/p>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

Title:\u00a0Panjer Recursion to evaluate total claim distribution recursively \u00a0 Speaker:\u00a0Dr. Abdul H. Sharif \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Adjunct Professor \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Mathematical … [ Read More ]<\/a><\/p>\n","protected":false},"author":5,"featured_media":0,"template":"","meta":{"_acf_changed":false,"nf_dc_page":"","om_disable_all_campaigns":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"_tribe_events_status":"","_tribe_events_status_reason":"","footnotes":""},"tags":[],"tribe_events_cat":[15],"class_list":["post-2236","tribe_events","type-tribe_events","status-publish","hentry","tribe_events_cat-seminar","cat_seminar"],"acf":[],"yoast_head":"\nSeminar on Tuesday, January 9 at 2 pm - Institute of Statistical Research and Training<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/isrt.ac.bd\/event\/seminar-on-tuesday-january-9-at-2-pm\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Seminar on Tuesday, January 9 at 2 pm - Institute of Statistical Research and Training\" \/>\n<meta property=\"og:description\" content=\"Title:\u00a0Panjer Recursion to evaluate total claim distribution recursively \u00a0 Speaker:\u00a0Dr. Abdul H. Sharif \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Adjunct Professor \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Mathematical ... 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Sharif \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Adjunct Professor \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Mathematical ... 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