Expand description
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:
nindependent risks, each claiming with probabilityp. Meann p, variancen p (1 - p): under-dispersed. - Negative
Binomial - Negative binomial claim counts in the actuarial parameterization of
Klugman, Panjer & Willmot: mean
r β, variancer β (1 + β). - Poisson
- Poisson claim counts with mean
lambda.
Enums§
- Panjer
Class - 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 (seedocs/design/pareto.md).
Traits§
- Counting
- A distribution of claim counts in the
(a, b, 0)class.