60
AGGREGATE DlSTRIBUTTONS
NOTES AND REFERENCES
[l] Paul Dorweiler, “On Graduating Excess Pure Premium Ratios,” PCAS
XXVIII, 1941, p. 132.
[2] Nels M. Valerius, “Risk Distributions Underlying Insurance Charges in
the Retrospective Rating Plan,” PCAS XXIX, 1942, p. 96.
[3] LeRoy J. Simon, “The 1965 Table M,” PCAS LII, 1965, p. 1.
[4] Charles C. Hewitt, Jr., “Loss Ratio Distributions- A Model,” PCAS LIV,
1967, p. 70.
[5] Charles A. Hachemeister, “A Stochastic Model For Loss Reserving,”
Transactions of the 21st International Congress of Actuaries, Vol. 1980,
p. 185.
[6] Insurance Services Office, Report of the increased Limits Subcommittee:
A Review of Increased Limits Ratemaking, Insurance Services Office,
1980, p. 72.
[7] R. E. Beard, T. Pentiklinen, and E. Pesonen, Risk Theory, 2nd Edition,
Chapman and Hall, 1977, p. 43.
[8] Gary Venter, “Transformed Beta and Gamma Distributions and Aggregate
Losses,” Pricing, Underwriting, and Managing the Large Risk, Casualty
Actuarial Society 1982 Discussion Paper Program, p. 395. See also PCAS
LXX, (1983).
[9] Glenn Meyers, “An Analysis of Retrospective Rating,” PCAS LXVII,
1980, p. 110.
[lo] Shaw Mong, “Estimating Aggregate Loss Probability and Increased Limit
Factor,” Pricing Property and Casualty Insurance Products, Casualty Ac-
tuarial Society 1980 Discussion Paper Program, p. 358.
[ 1 I] Ethan Stroh, “Actuarial Note: The Distribution Functions of Collective
Risk Theory as Linear Compounds,” Actuarial Research Clearing House,
1978.1.
[12] James Tilley, Discussion of Harry Panjer, “The Aggregate Claim Distri-
bution and Stop-Loss Reinsurance,” TSA XxX11, 1980, p. 538.
[13] Harry Panjer, “Recursive Evaluation of a Family of Compound Distribu-
tions,” ASTIN Bulletin, Vol. 12, No. 1, 198 1, p. 22.