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Chp 19 - Aggregate Claim Distribution Models

D

Deniese

Member
Does anyone remember the easier way to calculate the skewess of the aggregate claims distribution which is used to determine the parameter values given the formula 2/a^(1/2) - i.e translated gamma.

I remember being shown this when this topic used to be part of 106 but unfortunately i have lost the notes i made for this subject.
 
I think you're referring to "skewness is 2alpha/deltacubed"

Or perhpas coefficient of skewness is 2/rootalpha=skewness/sigmacubed

Or even that 2deltaY has a chi-squared distribution with 2alpha df.

Most of this stuff is on page 12 of the Tables (but not the first bit!)
 
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