(*) Prove that the ILF curves corresponding to the following severity models: (a) lognormal, (b) lognormal/Pareto, (c)...

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(*) Prove that the ILF curves corresponding to the following severity models: (a)

lognormal,

(b) lognormal/Pareto,

(c) lognormal/GPD,

(d) empirical/GPD are as in Sections 23.4.1.1–4.

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Pricing In General Insurance

ISBN: 9780367769031,9781000860832

2nd Edition

Authors: Pietro Parodi

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Question Posted: Jul 23, 2024 11:01 AM

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(*) Prove that the ILF curves corresponding to the following severity models: (a) lognormal, (b) lognormal/Pareto, (c)...

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Pricing In General Insurance

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