Identifying Appropriate Frequency Distributions

Free SOA Exam FAM (Fundamentals of Actuarial Mathematics) lesson in Severity, Frequency, and Aggregate Models. 7 min read, ~1,032 words.

Variance-to-mean = 1: Poisson. < 1: Binomial. 1: Negative binomial. Overdispersion is common: heterogeneous populations inflate variance beyond Poisson. Both heterogeneity and contagion produce overdispersion. The ratio cannot distinguish them. Zero-inflation: excess zeros → zero-modified or zero-inflated model (a,b,1). Truncated data distorts the ratio: ZT Poisson has apparent ratio <...

Read the full lesson, free →
Worked examples, audio narration, and practice. No signup to read.

What this lesson covers

Learning objectives

Browse all free Exam FAM lessons or jump into free Exam FAM practice questions.