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Models for the Distribution of Aggregate Claims in Risk Theory
n = 1, 2, (14) becomes E{X(t)} = E{N(t)IE{ Y} (17) and E{X(t) 2} = E{N(t)'2'}[E{ Y}]" + E{N(t)}E{ ... density function (p.d.f.) is O(s) = ix/(it + s). (17) Thus, using (2.13) and (12) for the binomial-exponential ...- 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
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Practical Applications of the Ruin Function
Practical Applications ... [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] EXHIB IT I v ... the Stop-Loss Net Premium," TSA, XXI (1969), 211-17. 16. BOHLMANN, H. Mathematical Methods in Risk ...- Authors: John A Beekman, George E Reckin, Elias Shiu, John Snyder, Daniel J Schwark
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods