Re[2]: Simulation

Mary Frances Miller ( Mary_Frances_Miller@sedgus.com )
Wed, 3 Sep 1997 12:05:13 -0500

We also use Klugman's collective risk program to put the frequency and
severity together. Works really well if you have to model, say, large
losses separately from small ones and then convolute the two results.

Mary Frances Miller

______________________________ Reply Separator _________________________________
Subject: RE: Simulation
Author: "Sce; Michael" <MAS2@ChartwellRe.com> at _internet
Date: 9/3/97 10:31 AM


>
>
>Regarding simulation software, I would like to share a couple of points:
>
>1. Mr. Klugman's software is very good as a curve fitting device for
>frequency and severity distributions. This is input for your simulation.
>

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