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Document Details :
Title: Approximative Evaluation of the Distribution Function of Aggregate Claims
Author(s): PENTIKAINEN, T.
Journal: ASTIN Bulletin
Volume: 17 Issue: 1 Date: April 1987
A formula, originally presented by HALDANE (1938) 2, for the evaluation of the distribution of aggregate claims is examined and compared with some other approaches. The idea is to apply a symmetrizing transformation to the original variable in order to make it suscepuble to be approximated by the normal