ABSTRACT
A generalization of the Poisson distr ibution, the so-called mixed
Poisson distr ibut ion, w i l l be introduced in section 2.4. In practice
the mixed Poisson dis t r ibut ion provides a more realistic model for
the number of claims than the pure Poisson distr ibut ion. A special
class of mixed Poisson distr ibutions wi th useful technical properties,
based on the negative b inomia l dis t r ibut ion law, is introduced in
section 2.5.