On the relationship between the Poisson-exponential model and the non-central chi-squared distribution
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1987 (1-2) , 104-109
- https://doi.org/10.1080/03461238.1987.10413821
Abstract
Two comments are made on the relationship between the Poisson-exponential model of insurance claims and the non-central chi-squared distribution. The first relates the Poisson-exponential to the recently introduced noncentral chi-squared on zero degrees-of-freedom; the second expands on the link between that distribution and the non-central chi-squared distribution on four degrees-of-freedom, noted by Boyle (1978).Keywords
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