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.
Volume
13:2
Page
89-98
Year
1982
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Financial and Statistical Methods
Loss Distributions
Publications
ASTIN Bulletin
