Survival Probabilities Based on Pareto Claim Distributions: Comment

Marc Goovaerts and Nelson de Pril

ASTIN Bulletin, 1980, vol. 11, issue 2, 154-157

Abstract: In a recent paper Seal (1980) calculated numerically survival probabilities based on Pareto claim distributions.The Pareto density may be written asGeneralizing, the Pareto distribution may be regarded as a special case of the so-called beta-prime distribution (Keeping, 1962, p. 83) with density functionwhere B(p, q) = is the beta function.In his paper Seal (1980, Appendix 1) arrived at a contradiction concerning this beta-prime distribution. He found on one side that all derivatives of the characteristic function exist at the origin and on the other side that only the moments of order n

Date: 1980
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