Advertisement

The Total Claim Amount in a Portfolio

  • Hans U. Gerber
Chapter

Abstract

We consider a certain portfolio of insurance policies and the total amount of claims arising from it during a given period (e.g. a year). We are particularly interested in the probability distribution of the total claim amount, which will allow us to estimate the risk and show whether or not there is a need for reinsurance.

Keywords

Recursive Calculation Claim Amount Individual Claim Compound Poisson Distribution Negative Claim 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Hans U. Gerber
    • 1
  1. 1.Ecole des H. E. C.Université de LausanneLausanneSwitzerland

Personalised recommendations