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What is Collective Risk Modelling in Insurance about?

This document provides an overview of insurance risk models, including individual and collective risk models. It discusses the individual risk model, where the number of losses (n) is deterministic, and the losses are independent and identically distributed. The document covers convolutions of random variables and using generating functions to analyze the distribution of the aggregate loss. It then introduces the collective risk model, where the number of losses (N) is random, and defines compound distribut

Author

Kevin Chang

Language

EN