Asymptotic Behaviour of Compound Distributions and Stop-loss Premiums
- 1 December 1982
- journal article
- research article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 13 (2) , 89-98
- https://doi.org/10.1017/s0515036100004670
Abstract
The paper gives some asymptotic results for the compound distribution of aggregate claims when the claim number distribution is negative binomial. The case when the claim numbers are geometrically distributed, is treated separately.Keywords
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