View Detailed Profile
Aggregate risk models, an old exam problem

Aggregate risk models, an old exam problem

Klugman et al., Loss

Aggregate risk models, another old exam problem

Aggregate risk models, another old exam problem

Klugman et al., Loss

[MATH 5639 Actuarial Loss Models] Lecture 21: Ch3 Individual Risk Model

[MATH 5639 Actuarial Loss Models] Lecture 21: Ch3 Individual Risk Model

This is part of the lecture videos for MATH 5639 Actuarial Loss

Aggregate risk models - using the normal approximation in a simple example

Aggregate risk models - using the normal approximation in a simple example

Klugman et al., Loss

Introduction to the chapter on aggregate risk models

Introduction to the chapter on aggregate risk models

Klugman et al., Loss

Aggregate risk models: impact of individual policy modifications

Aggregate risk models: impact of individual policy modifications

Chapter 9 in Klugman et al. book on Loss

[MATH 5639 Actuarial Loss Models] Lecture 22: Ch3 Collective Risk Model

[MATH 5639 Actuarial Loss Models] Lecture 22: Ch3 Collective Risk Model

This is part of the lecture videos for MATH 5639 Actuarial Loss

Aggregate risk models: convolutions

Aggregate risk models: convolutions

Chapter 9 in Klugman et al., Loss

Aggregate risk models: example covering losses on maintenance contracts

Aggregate risk models: example covering losses on maintenance contracts

Chapter 9 in Klugman et al. book on Loss

Aggregate risk models - analytic results

Aggregate risk models - analytic results

The sum of compound POI distributions in Chapter 9 in Klugman et al. book on Loss

The individual risk model

The individual risk model

Chapter 9 in the Klugman et al. book on Loss

Computing the aggregate claims distribution

Computing the aggregate claims distribution

Chapter 9 in Klugman et al. book on Loss

2019 01 17 Risk modelling in insurance   Part I   Severity   mixing and splicing

2019 01 17 Risk modelling in insurance Part I Severity mixing and splicing

Welcome to the course on