(*) Discuss (a) how the relationship p p a b k k k = + 1 ,...

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(*) Discuss

(a) how the relationship p p

a b

k k

k−

= +

, which holds for the Panjer class variates, can theoretically be used to determine whether realisations from a count process should be classified as binomial, Poisson or negative binomial, and

(b) the practical feasibility of using this as an empirical criterion.

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Pricing In General Insurance

ISBN: 9780367769031,9781000860832

2nd Edition

Authors: Pietro Parodi

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Question Posted: Jul 24, 2024 03:05 AM

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(*) Discuss (a) how the relationship p p a b k k k = + 1 ,...

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Pricing In General Insurance

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