Złożony proces Poissona z zależnymi okresami między szkodami i wielkościami szkód
Compound poisson process with dependent interclaim times and claim amounts

Summary/Abstract: The paper is devoted to the compound Poisson process when the interclaim times and the neighbouring claim amount may be dependent. The dependent structure is de-scribed by the copula. The Farlie-Gumbel-Morgenstern and Spearman copulas are investi-gated. The moment generating the function of the aggregated claims and the insurance pre-miums are derived. The case of the exponentially distributed claims are widely studied.

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