Construct · 1 fields · 1 citations

Panjer recursion: a standalone construct

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Actuarial science

a recursive formula for the distribution of aggregate claims when claim counts are Poisson, binomial or negative binomial.

In actuarial science, Panjer recursion refers to a recursive formula for the distribution of aggregate claims when claim counts are Poisson, binomial or negative binomial. This meaning comes from Panjer (1981) in ASTIN Bulletin.[1]

Unit
Recovery means
Measured by

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Nearby constructs

aggregate3 fields · 6 citationsjingle · one word, three constructs distribution2 fields · 2 citationsjingle · one word, two constructs formula1 fields · 1 citationsanchor · a standalone construct

References

Panjer, H. H. (1981). Recursive Evaluation of a Family of Compound Distributions. ASTIN Bulletin, 12(1), 22-26. https://doi.org/10.1017/s0515036100006796

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