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Survival Probabilities Based on Pareto Claim Distributions: Comment

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  • Goovaerts, Marc J.
  • de Pril, Nelson

Abstract

In a recent paper Seal (1980) calculated numerically survival probabilities based on Pareto claim distributions.The Pareto density may be written asGeneralizing, the Pareto distribution may be regarded as a special case of the so-called beta-prime distribution (Keeping, 1962, p. 83) with density functionwhere B(p, q) = is the beta function.In his paper Seal (1980, Appendix 1) arrived at a contradiction concerning this beta-prime distribution. He found on one side that all derivatives of the characteristic function exist at the origin and on the other side that only the moments of order n

Suggested Citation

  • Goovaerts, Marc J. & de Pril, Nelson, 1980. "Survival Probabilities Based on Pareto Claim Distributions: Comment," ASTIN Bulletin, Cambridge University Press, vol. 11(2), pages 154-157, December.
    • Handle: RePEc:cup:astinb:v:11:y:1980:i:02:p:154-157_00
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