Abstract
This paper gives a formula representing all discrete loss distributions of the Panjer class (Poisson, Binomial, and Negative Binomial) in one. Further it provides an overview of the many Negative Binomial variants used by actuaries.
Keywords: Panjer class, discrete loss distribution, Negative Binomial
Page
1-9
Year
2009
Categories
Financial and Statistical Methods
Aggregation Methods
Panjer
Financial and Statistical Methods
Loss Distributions
Publications
ASTIN Colloquium
