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The Aggregate Claims Distribution and Stop-Loss Reinsurance
exact distribution are the sum of the forces of mortality over the entire group, and the expected amount ... insurance will be measured by some convenient unit U, such as $1,000. Computations are minimized when the ...- Authors: Harry H Panjer
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Reinsurance>Stop-loss insurance
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Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
and infinitesimal variance 2D > 0. Independent of S(t) and W (t) ∼ N(0,2Dt) 4 {Xi}∞i=1: claim amount ... insurer’s expenses rate. c: commission payment rate. u: non-negative initial surplus. 5 2. Assumptions ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance