Before revision:  The scaling, introduced by Iglehart (1969) to the actuarial literature, amounts to multiplying the Poisson rate \lambda \la by n, dividing the claim severity by \sqrt{n , and adjusting the premium rate so that net premium income remains constant.
After revision:  The scaling, introduced by Iglehart \mbox{%DIFAUXCMD I1969 to the actuarial literature, amounts to multiplying the Poisson rate \lambda \la by n, dividing the claim severity by \sqrt{n , and adjusting the premium rate so that net premium income remains constant.