Asymptotic Behaviour of Compound Distributions and Stop-loss Premiums

Bjørn Sundt

ASTIN Bulletin, 1982, vol. 13, issue 2, 89-98

Abstract: The paper gives some asymptotic results for the compound distribution of aggregate claims when the claim number distribution is negative binomial. The case when the claim numbers are geometrically distributed, is treated separately.

Date: 1982
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