Mildenhall Aggregate

Loss Tools

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Example 2: Moment Estimator

Frequency Specification
Severity Distribution
Distribution Dist Type
Mean*   Built-In
VarMult   Lognormal m, s, (T= 0)
Contagion   Pareto a, b
Estimate Contagion Layer
Agg Loss*   Attachment
* Select Mean Claim Count or Aggregate Loss   Share

Click compute or aggregate to see results...


References to Wang