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  • An Introduction to Collective Risk Theory and its Application to Stop-Loss Reinsurance
    two kinds, external risks such as heavy excess mortality resulting from wars and epidemics, and the risk ... completely, and the values of G(y, t) are shown in Table 1 by way of example. The details are left to the ...

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    • Authors: Ernest A Arvanitis, Russell M Collins, Paul H Jackson, Robert C Tookey, Paul Markham Kahn, Herbert L Feay
    • Date: Oct 1962
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models; Reinsurance>Stop-loss insurance
  • A New Collective Risk Model
    aggregate premiums is greater than the initial reserve u is e, where ~ = 0.001 or some other appropriately ... X, -- t(t,, + X)] > . I = The "initial reserve u" may be considered to be an amount of money which ...

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    • Authors: John A Beekman, Ethan Stroh, Richard W Ziock
    • Date: Oct 1973
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models