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Sundt and Jewell's Family of Discrete Distributions

Published online by Cambridge University Press:  29 August 2014

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.

Type
Prize-Winning Papers of the ASTIN Competition 1987
Copyright
Copyright © International Actuarial Association 1988

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