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# Blog

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## Recent Posts

- Calculating the variance of insurance payment
- Practice Problem Set 12 – (a,b,1) class
- The (a,b,0) and (a,b,1) classes
- Practice Problem Set 11 – (a,b,0) class
- Practice Problem Set 10 – value at risk and tail value at risk
- Practice Problem Set 9 – Expected Insurance Payment – Additional Problems
- Practice Problem Set 8 – Expected Insurance Payment – Additional Problems
- Practice Problem Set 7 – Expected Insurance Payment
- Mathematical models for insurance payments – part 3 – other modifications
- Practice Problem Set 6 – Negative Binomial Distribution

## Tags

(a.b.0) Class
(a.b.1) Class
Binomial Distribution
Exponential Distribution
Franchise Deductible
Gamma Distribution
Insurance Loss Models
Kurtosis
Lognormal Distribution
Mean
Median
Moments
Negative Binomial Distribution
Normal Distribution
Ordinary Deductible
Pareto Distribution
Poisson-Gamma Mixture
Poisson Distribution
Policy Limit
Severity Models
Skewness
Survival Function
Tail-Value-at-Risk
Value-at-Risk
Variance
Zero-Modified Distribution
Zero-Truncated Distribution

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