Panjer claim-count class (source code)

= Panjer claim-count class
{c}
{title2=$p_n=(a+b/n)p_{n-1}$}

The nonnegative integer laws whose probabilities satisfy this recurrence for all $n\ge1$. Their <probability generating function> solves $(1-az)G'(z)=(a+b)G(z)$. This is the $(a,b,0)$ count class used in the Panjer aggregate algorithm; the count recurrence itself should be distinguished from that aggregate recursion. It includes the <Poisson distribution>, <binomial distribution>, and <negative binomial distribution> with suitable parameters.