Expected profit 0.5 1.0 00 0.0 G'L 2.0 2. Any claim made from a portfolio of term life policies is for a constant amount C. It is decided to model aggregate claims S with a compound distribution of the form S X₁++XN where E(N) = 100 but N may be either Poisson, binomial or negative binomial. Determine the 5=0.4 10 15 =0.8 20 Policy excess level M 25 FIGURE 3.8 Expected stop-loss profit for different reinsurance loadings in Example 3.19. mean, variance and skewness of S for these three models.
Expected profit 0.5 1.0 00 0.0 G'L 2.0 2. Any claim made from a portfolio of term life policies is for a constant amount C. It is decided to model aggregate claims S with a compound distribution of the form S X₁++XN where E(N) = 100 but N may be either Poisson, binomial or negative binomial. Determine the 5=0.4 10 15 =0.8 20 Policy excess level M 25 FIGURE 3.8 Expected stop-loss profit for different reinsurance loadings in Example 3.19. mean, variance and skewness of S for these three models.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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