On the Lagrangian Katz family of distributions as a claim frequency model

DOI10.1016/j.insmatheco.2010.03.010zbMath1231.91188MaRDI QIDQ661211

Maude Gathy, Claude Lefèvre

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

zbMATH Keywords

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

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62E15: Exact distribution theory in statistics

62E10: Characterization and structure theory of statistical distributions

Related Items

Risk models based on copulas for premiums and claim sizes, Copula models for insurance claim numbers with excess zeros and time-dependence, Count Distribution for Generalized Weibull Duration with Applications

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