Title: Panjer Class United: one formula for the probabilities of the Poisson, Binomial, and Negative Binomial distribution
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.
Publication Year: 2011
Publication Date: 2011-01-01
Language: en
Type: article
Access and Citation
Cited By Count: 3
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot