Parameters of the (a,b,0) and (a,b,1) Classes

Free SOA Exam FAM (Fundamentals of Actuarial Mathematics) lesson in Severity, Frequency, and Aggregate Models. 8 min read, ~1,246 words.

Recursion:. Only three families satisfy it: Poisson, binomial, negative binomial. Sign of identifies the family: 0 = Poisson, negative = binomial, positive = negative binomial. Geometric is NB with (so ). (a,b,1): same recursion from, but and set independently. Includes zero-truncated, zero-modified, and logarithmic ( ). Always verify against the...

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