If X is exponential with mean 1, 000 and TV is Poisson with parameter A = 4 , then aggregate losses are compound Poisson : S = X\ + X2 H 1- Xn - Then retained losses , 5*a#39; = (Xi A200) + (X2 A200) + --- + (XN A200) , are also compoundanbsp;...

Title | : | Actex study manual, Course 3 examination of the Society of Actuaries, Exam 3 of the Casualty Actuarial Society |

Author | : | Michael A. Gauger |

Publisher | : | - 2001 |

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