6 Catastrophes

Exercise 9.5.3 F i n d a connect ion between the cohort settlement

dis t r ibut ion p(d) and the development coefficient c(d) of the chain-

ladder method.

Exercise 9.5.4 Wr i t e d o w n a flow chart for the s imula t ion of the

'cel l ' c l a im amount X(u, u + d).