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=== Claim number distribution ===
The number of claims ''N'' is a [[random variable]], which is said to have a "claim number distribution", and which can take values 0, 1, 2, .... etc.. For the "Panjer recursion", the [[probability distribution]] of ''N'' has to be a member of the '''Panjer class''', otherwise known as the [[(a,b,0) class of distributions]]. This class consists of all counting random variables which fulfill the following relation:
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