Figure 4: Effect of varying θ on the shape of the Gamma distribution with expectation $1 m. Table V: Timings for the methods shown in Figure 5. 23 d = − 4 d = − 3 d = − 2 d = − 1 d = 0 Panjer 1.509 121.062 NA NA NA MonteCarlo 0.921 1.961 5.385 9.967 12.197 Moment 0.006 0.021 0.055 0.100 0.118 Chernoff 0.127 0.614 1.670 2.734 3.333 Cantelli 0.001 0.002 0.007 0.022 0.019 Values for x, $m Probability density, times 10 6 0 0.5 1 1.5 2 2.5 3 0 1 2 3 4 5 6 Values for  0.1 0.25 0.5 1 2