Practical aspects of stop-loss calculations |
| |
Authors: | H.H. Panjer B.W. Lutek |
| |
Affiliation: | Department of Statistics, University of Waterloo, Canada |
| |
Abstract: | This paper examines various methods of ‘arithmetizing’ the claim size distribution so that stop-loss premiums can be recursively calculated. Claim frequencies are assumed to be Poisson. A decision strategy for choosing a method when both error and computer costs are constrained is developed. |
| |
Keywords: | Compound Poisson distribution Stop-loss premiums |
本文献已被 ScienceDirect 等数据库收录! |