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Claims on a group of policies of a certain type arise as a Poisson process with parameter 1 = 1 . Claims on a second,
Claims on a group of policies of a certain type arise as a Poisson process
with parameter Claims on a second, independent, group of
policies arise as a Poisson process with parameter The
aggregate claim amounts on the respective groups are denoted
Using moment generating functions or otherwise show that
also has a compound Poisson distribution and hence derive
the Poisson parameter for
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