Question: (*) Discuss (a) how the relationship p p a b k k k = + 1 , which holds for the Panjer class variates, can
(*) Discuss
(a) how the relationship p p
a b
k k
k−
= +
1
, which holds for the Panjer class variates, can theoretically be used to determine whether realisations from a count process should be classified as binomial, Poisson or negative binomial, and
(b) the practical feasibility of using this as an empirical criterion.
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