6. Discrete Distributions and Processes

  1. Stuart A. Klugman1,
  2. Harry H. Panjer2 and
  3. Gordon E. Willmot2

Published Online: 30 JAN 2012

DOI: 10.1002/9780470391341.ch6

Loss Models: From Data to Decisions, Third Edition

Loss Models: From Data to Decisions, Third Edition

How to Cite

Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2008) Discrete Distributions and Processes, in Loss Models: From Data to Decisions, Third Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470391341.ch6

Author Information

  1. 1

    Drake University

  2. 2

    University of Waterloo

Publication History

  1. Published Online: 30 JAN 2012
  2. Published Print: 21 SEP 2008

ISBN Information

Print ISBN: 9780470187814

Online ISBN: 9780470391341

SEARCH

Keywords:

  • Poisson distribution;
  • negative binomial distribution;
  • counting processes;
  • compound frequency models;
  • mixed frequency distributions

Summary

This chapter contains sections titled:

  • Introduction

  • The Poisson Distribution

  • The Negative Binomial Distribution

  • The Binomial Distribution

  • The (a, b, 0) Class

  • Counting Processes

  • Truncation and Modification at Zero

  • Compound Frequency Models

  • Further Properties of the Compound Poisson Class

  • Mixed Frequency Distributions

  • Mixed Poisson Processes

  • Effect of Exposure on Frequency

  • An Inventory of Discrete Distributions

  • TVaR for Discrete Distributions