Chapter 11. Estimation for discrete distributions

  1. Harry H. Panjer

Published Online: 6 MAR 2006

DOI: 10.1002/0470051310.ch11

Operational Risk: Modeling Analytics

Operational Risk: Modeling Analytics

How to Cite

Panjer, H. H. (2006) Estimation for discrete distributions, in Operational Risk: Modeling Analytics, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0470051310.ch11

Publication History

  1. Published Online: 6 MAR 2006
  2. Published Print: 25 AUG 2006

ISBN Information

Print ISBN: 9780471760894

Online ISBN: 9780470051313

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Keywords:

  • poison distribution;
  • maximum likelihood;
  • binomial distribution;
  • likelihood profile;
  • moment equation

Summary

This chapter contains sections titled:

  • Introduction

  • Poisson Distribution

  • Negative Binomial Distribution

  • Binomial Distribution

  • The (a, b, 1) Class

  • Compound Models

  • Effect of Exposure on Maximum Likelihood Estimation

  • Exercises