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Sundt and Jewell's Family of Discrete Distributions

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  • Willmot, Gordon

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.

Suggested Citation

  • Willmot, Gordon, 1988. "Sundt and Jewell's Family of Discrete Distributions," ASTIN Bulletin, Cambridge University Press, vol. 18(1), pages 17-29, April.
    • Handle: RePEc:cup:astinb:v:18:y:1988:i:01:p:17-29_00
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    Cited by:

    1. Cordelia Rudolph & Uwe Schmock, 2020. "Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer’s Recursion," Risks, MDPI, vol. 8(2), pages 1-31, May.
    2. Aleksandr Beknazaryan & Peter Adamic, 2022. "On a stochastic order induced by an extension of Panjer’s family of discrete distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 67-91, January.
    3. Brendan P. M. McCabe & Christopher L. Skeels, 2020. "Distributions You Can Count On …But What’s the Point?," Econometrics, MDPI, vol. 8(1), pages 1-36, March.
    4. Landriault, David & Shi, Tianxiang & Willmot, Gordon E., 2011. "Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 371-379.
    5. Sandhya E & Latha C M, 2019. "Compound Extended Geometric Distribution and Some of Its Properties," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(3), pages 1-96, November.

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