The Total Claim Amount in a Portfolio

  • Hans U. Gerber


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.


Recursive Calculation Claim Amount Individual Claim Compound Poisson Distribution Negative Claim 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

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

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