(*) Prove Equation 21.13 and generalise it to the case where (a) the severity distribution is Pareto...
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(*) Prove Equation 21.13 and generalise it to the case where
(a) the severity distribution is Pareto but the claim count distribution is not Poisson;
(b) the severity distribution is a GPD and the claim count distribution is Poisson;
(c) the severity distribution is a GPD and the claim count distribution is not Poisson.
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