Abstract
Summary A connection is established between the Poisson-Exponential model and the Non-central Chi-squared distribution. This provides an alternative numerical method of calculating the distribution of aggregate claims and the distribution of the stop-loss reinsurance premium. A connection between this model and some recent work in the theory of option pricing is pointed out.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
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
