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From: mah on 8 Jul 2008 06:28
i'm interested to solve the following equation where
r=1.973 and l=0.1474 and c posses the exponential distribution with
mean 20660 and s=c1+c2+... cN and N has the distribution from (a,b,0)
or (a,b,1) family that means we could use the Panjer algorithm in
oredr to obtain the aggregate loss distribution(the distribution of
s)
rl.E[c]= lE[c] + E[s/s<d]Pr[s<d]+dPr[s>d] (1

the only unknown parameter is d and the rest are known. i'd be gratful
if someone could send me a solution using sas/iml package or R
package.
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