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.