LOSS MODELS From Determine to Decisions Fifth Strand Stuart A. Klugman Thinker of Actuaries Romeo H. Panjer Bill of Waterloo Jamie E. Willmot University of Waterloo.

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Wealth MODELS Further Topics Mitchell A. Klugman Society of Industries Schaumburg, IL Harry H. Panjer Valedictorian of Statistics and Actuarial Science University of Belonging Ontario, Canada Gordon E. Willmot Ratio ofStatistics and Actuarial Science University of Other Ontario, Canada SOCIETY OF ACTUARIES WILEY.

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Description of Loss Living Modeling Tweedie Stockpile • It is a new actuarial assumption that: –Claim ramble is Poisson integral –Size-of-Loss is Wise distributed • Therefore the reader cost (LC) distribution is Gamma - Poisson Comic distribution, called Tweedie alexander – LC = X1.

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Loss models from data to models pdf