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Sundt and Jewell's Family of Discrete Distributions

  • Gordon Willmot (a1)
Abstract
Abstract

A class of claim frequency distributions discussed by Sundt and Jewell (1981) is completely enumerated. Computational techniques for the associated compound total claims distribution in the presence of policy modifications are then derived.

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Copyright
Corresponding author
University of Waterloo, Faculty of Mathematics, Department of Statistics and Actuarial Science, Waterloo, Ontario N2L 3G1, Canada.
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This list contains references from the content that can be linked to their source. For a full set of references and notes please see the PDF or HTML where available.

F. Anscombe (1950) Sampling theory of the negative binomial and logarithmic series distributions. Biomelrika 37, 358382.

S. Engen (1974) On species frequency models. Biomelrika 61, 263270.

J. Wani and H. Lo (1983) A characterization of invariant power series abundance distributions. Canadian Journal of Statistics 11, 317323.

J. Wani and H. Lo (1986) Selecting a power-series distribution for goodness of fit. Canadian Journal of Statistics 14, 347353.

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ASTIN Bulletin: The Journal of the IAA
  • ISSN: 0515-0361
  • EISSN: 1783-1350
  • URL: /core/journals/astin-bulletin-journal-of-the-iaa
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