The Total Claim Amount in a Portfolio

Hans U. Gerber ()
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Hans U. Gerber: Université de Lausanne, Ecole des H. E. C.

Chapter Chapter 9 in Life Insurance Mathematics, 1997, pp 93-102 from Springer

Abstract: Abstract We consider a certain portfolio of insurance policies and the total amount of claims arising from it during a given period (e.g. a year). We are particularly interested in the probability distribution of the total claim amount, which will allow us to estimate the risk and show whether or not there is a need for reinsurance.

Keywords: Recursive Calculation; Claim Amount; Individual Claim; Compound Poisson Distribution; Negative Claim (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/978-3-662-03460-6_9

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