Abstract
This paper discusses the role of Collective Risk Theory in making insurance pricing decisions. Actuaries are making increasing use of Collective Risk Theory to derive aggregate loss distributions which in turn are sued to measure the risk of an insurance contract, or to calculate the pure premium of an aggregate excess insurance contract for a large insured.
Reinsurance Research - Loss Distributions, Size of
Volume
May
Page
253-300
Year
1982
Categories
Financial and Statistical Methods
Aggregation Methods
Collective Risk Model
Financial and Statistical Methods
Statistical Models and Methods
Publications
Casualty Actuarial Society Discussion Paper Program
