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.
Keywords Panjer's recursion; deductibles; maximums; extended truncated negative binomial.
Volume
18:1
Page
17-30
Year
1988
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Financial and Statistical Methods
Loss Distributions
Frequency
Financial and Statistical Methods
Aggregation Methods
Publications
ASTIN Bulletin
