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Between the Individual and Collective Models, Revisited
Thus, the pension fund aggregate claims, S, is given by S = S1 + S2. (12) Parameters of the two submodels ... set up, it remains to compute the distribution of S. In the next section, we show that it can be obtained ...- Authors: Francois Dufresne
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Funding