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Module counting

Module counting 

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Claim-count (frequency) distributions on 0, 1, 2, ….

A separate trait from crate::Distribution: counts are integers, and Panjer’s recursion needs the (a, b, 0) form, p_k = (a + b / k) p_{k-1}. See docs/design/distributions.md.

Structs§

Binomial
Binomial claim counts: n independent risks, each claiming with probability p. Mean n p, variance n p (1 - p): under-dispersed.
NegativeBinomial
Negative binomial claim counts in the actuarial parameterization of Klugman, Panjer & Willmot: mean r β, variance r β (1 + β).
Poisson
Poisson claim counts with mean lambda.

Enums§

PanjerClass
A claim count in the Panjer class chosen by its dispersion Var[N] / E[N]: binomial below 1, Poisson at 1, negative binomial above 1. The usual way to state frequency uncertainty in treaty pricing (see docs/design/pareto.md).

Traits§

Counting
A distribution of claim counts in the (a, b, 0) class.