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On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method

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  • Scollnik, David P.M.

Abstract

The generalized Poisson distribution with parameters θ and λ was introduced by Consul and Jain (1973) and has recently found several instances of application in the actuarial literature. The most frequently used version of the distribution assumes that θ > 0 and 0 ≤ λ 1 (e.g., Johnson, Kotz, and Kemp, 1992, page 397). In these cases, even the definition of the probability mass function usually given in the literature is not properly normalized so that its values do not sum to unity. For this reason, it is common to truncate the support of the distribution and explicitly normalize the probability mass function. In this paper we discuss the estimation of the parameters of this truncated generalized Poisson distribution using a Bayesian method.

Suggested Citation

  • Scollnik, David P.M., 1998. "On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method," ASTIN Bulletin, Cambridge University Press, vol. 28(1), pages 135-152, May.
    • Handle: RePEc:cup:astinb:v:28:y:1998:i:01:p:135-152_01
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    Cited by:

    1. GÓMEZ GARCÍA, J.Mª & PELÁEZ FERMOSO, F.J. & y GARCÍA GONZÁLEZ, A., 2005. "Repercusiones del envejecimiento demográfico sobre el sistema público de pensiones en Castilla y León," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 235-253, Abril.
    2. C. Kumar & D. Shibu, 2013. "On some aspects of intervened generalized Hermite distribution," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 9-19, June.

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