The Use of Layer-Specific Constant Probability Density for Determining the Variance of Aggregate Loss

Abstract
Reinsurance Research - Loss Distributions, Size of
Volume
October
Page
47-66
Year
1993
Categories
Financial and Statistical Methods
Loss Distributions
Severity
Financial and Statistical Methods
Aggregation Methods
Business Areas
Reinsurance
Publications
Society of Insurance Research, Research Review
Authors
John M Cozzolino
Peter J Mikolaj