Abstract

JIMENEZ MOSCOSO, JOSÉ ALFREDO. A relation between the Hofmann's distribution and Panjer's distribution. Integración - UIS [online]. 2013, vol.31, n.1, pp.59-67. ISSN 0120-419X.

One of the main objectives of actuarial risk theory is to model the number of claims by a classical probability distribution, but due to poor statistical fit obtained sometimes, in actuarial literature it is proposed to use the Panjer's family of distributions, since for specific values of its parameters can generate some discrete distributions. This paper shows that the Panjer's distribution is a particular case of the Hofmann's distribution.

Keywords : Panjer's distribution; Hofmann's distribution; Poisson-Pascal distribution; Pochhammer's symbol.

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