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Some distributional properties of a class of counting distributions with claims analysis applications

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<title>Some distributional properties of a class of counting distributions with claims analysis applications</title>
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<namePart>Willmot, Gordon E.</namePart>
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<dateIssued encoding="marc">2013</dateIssued>
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<abstract displayLabel="Summary">We discuss a class of counting distributions motivated by a problem in discrete surplus analysis, and special cases of which have applications in stop-loss, discrete Tail value at risk (TVaR) and claim count modelling. Explicit formulas are developed, and the mixed Poisson case is considered in some detail. Simplifications occur for some underlying negative binomial and related models, where in some cases compound geometric distributions arise naturally. Applications to claim count and aggregate claims models are then given.</abstract>
<note type="statement of responsibility">Gordon E. Willmot</note>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
<identifier type="local">MAP20077000420</identifier>
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<text>08/07/2013 Volumen 43 Número 2 - julio 2013 </text>
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