On retrospective insurance premium

On retrospective premium in insurance: the expected value and variance

“…We make the assumption that Y has the same distribution of the random variable Z + z 0 , where z 0 is constant (see [3]), so, it is F Y (y) = Γ(α; β(y − z 0 )), where y ≥ z 0 . Let µ Y , σ 2 Y and γ Y denote the mean, variance and coefficient of skewness of Y , respectively.…”

“…Starting from the retrospective approach, illustrated in [8,5,9,4,2] and already studied in [3], in this paper we analyze the behavior of the mean value and the variance of the retrospective premium.…”