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Sundt and Jewell's Family of Discrete Distributions

Published online by Cambridge University Press:  29 August 2014

Gordon Willmot
Gordon Willmot*
Affiliation:
University of Waterloo
*
University of Waterloo, Faculty of Mathematics, Department of Statistics and Actuarial Science, Waterloo, Ontario N2L 3G1, Canada.
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Abstract

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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 recursiondeductiblesmaximumsextended truncated negative binomial
Type
Prize-Winning Papers of the ASTIN Competition 1987
Information
ASTIN Bulletin: The Journal of the IAA , Volume 18 , Issue 1 , April 1988 , pp. 17 - 29
Copyright
Copyright © International Actuarial Association 1988

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