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Document Details : Title: Deductibles and the Inverse Gaussian Distribution Author(s): TER BERG, Peter Journal: ASTIN Bulletin Volume: 24 Issue: 2 Date: November 1994 Pages: 319-323 DOI: 10.2143/AST.24.2.2005073 Abstract : The purpose of this paper is to derive an explicit formula for the first two moments of the Inverse Gaussian distribution, in the presence of censoring. For reasons of completeness we also consider truncation of the Inverse Gaussian distribution by an upper limit. |
