Negative binomial claim counts

Claim counts with mean beta * r and variance beta * r * (1 + beta) (Klugman, Panjer and Willmot). This is dnbinom(size = r, prob = 1 / (1 + beta)).

Usage

negative_binomial_count(r, beta)

Arguments

r

Shape; finite and positive.

beta

Scale; finite and positive.

Value

A negative_binomial_count object, which inherits from distribution.

See also

negative_binomial_count_from_mean_variance().

Examples

n <- negative_binomial_count(2.5, 1.5)
mean(n)
#> [1] 3.75
variance(n)
#> [1] 9.375