On the Lagrangian Katz family of distributions as a claim frequency model
DOI10.1016/j.insmatheco.2010.03.010zbMath1231.91188MaRDI QIDQ661211
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.03.010
index of dispersion; asymptotic tail behaviour; claim number distribution; extended Panjer algorithm; generalized Markov; generalized negative binomial distribution; generalized Poisson distribution; Lagrangian Katz family of distributions; Pólya distribution
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E15: Exact distribution theory in statistics
62E10: Characterization and structure theory of statistical distributions
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Cites Work
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