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Models for the Distribution of Aggregate Claims in Risk Theory
distribution function G,(x) may be obtained if the individual claim size distribution is independent of time ... of the total number of claims arising from 1 individual claim (including this claim) satisfies P,(s) ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods