A gaussian exponential approximation to some compound poisson distributions

A three parameter Gaussian exponential approximation to some compound Poisson distributions is considered. It is constructed by specifying the reciprocal ot the mean excess function as a linear affine function below some threshold and a positive constant above this threshold.

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Year of publication:	2003-05-01
Authors:	Hürlimann, Werner
Publisher:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Subject:	Versicherungsbetriebslehre \| insurance management \| Poisson-Verteilung \| Parameter <Mathematik>

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Extent:	284672 bytes 15 p. application/pdf
Series:	Casualty Actuarial Society - Publiactions ASSET BULLETIN - Vol.33 - No.1, 2003; 41-55
Type of publication:	Book / Working Paper
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847034