INDEX
A
actuarial exposure
aggregate loss distribution
approximating distribution
compound negative binomial–exponential
direct calculation
distribution function
exponential severity
individual risk model
compound Poisson approximation
moment generating function
moments
probability generating function
recursive formula
compound frequency
computational issues
construction of arithmetic distributions
continuous severity
undiscretization
recursive method
simulation
aggregate loss model
advantages
Anderson–Darling test
anniversary-to-anniversary mortality study
asymptotically unbiased
maximum likelihood estimator
B
Bühlmann credibility model
Bühlmann-Straub credibility model
bandwidth
Bayesian Central Limit Theorem
Bayesian estimation
Bayes estimate
Bayesian Central Limit Theorem
credibility interval
highest posterior density (HPD) credibility set
improper prior distribution
joint distribution
loss function
marginal distribution
model distribution
posterior distribution
predictive distribution
prior distribution
beta distribution
beta function
incomplete
bias
binomial-beta distribution
binomial distribution
estimation
simulation
bootstrap
Burr distribution
C
censoring
from above
from below
left
right
central limit theorem
Central Limit Theorem
Bayesian
central moment
characteristic function
chi-square goodness-of-fit test
claim count random variable
coefficient of variation
coherent risk measure
coinsurance
collective risk model
complete expectation of life
compound distribution
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