Abstract

Abstract In its original form the collective risk theory is based upon the assumption that the r.v. Y(t), the total amount of claims up to the (operational) time t, is a generalized Poisson process and thus has a d.f. of the form a c.f. of the form where is the generalized c.f. of the claim distribution P(y).

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.