JSM 2004 - Toronto

Abstract #300466

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Activity Number: 406
Type: Contributed
Date/Time: Thursday, August 12, 2004 : 8:30 AM to 10:20 AM
Sponsor: Business and Economics Statistics Section
Abstract - #300466
Title: A Further Result on the Calculation of the Total Claims Distribution under Different Conditions
Author(s): Min Deng*+
Companies: Maryville University, St. Louis
Address: 13550 Conway Rd., St. Louis, MO, 63141,
Keywords: compound mixed distribution ; compound distribution ; characteristics of counting distribution ; probability density function ; recursive formula
Abstract:

Various methods for calculating the total claim distribution have been discussed by Panjer, Shorter, Sundt, and Deng. We examine the distribution properties of those mixture classes under the different conditions. We also give the numerical examples to illustrate the results.

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Revised March 2004