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Benktander distribution of the first kind
Parameters	$a>0$ (real) $0<b\leq {\frac {a(a+1)}{2}}$ (real)
Support	$x\geq 1$
PDF	$\left(\left[\left(1+{\frac {2b\log x}{a}}\right)\left(1+a+2b\log x\right)\right]-{\frac {2b}{a}}\right)x^{-\left(2+a+b\log x\right)}$
CDF	$1-\left(1+{\frac {2b\log x}{a}}\right)x^{-\left(a+1+b\log x\right)}$
Mean	$1+{\tfrac {1}{a}}$
Variance	${\frac {-{\sqrt {b}}+ae^{\frac {(a-1)^{2}}{4b}}{\sqrt {\pi }}\;{\textrm {erfc}}\left({\frac {a-1}{2{\sqrt {b}}}}\right)}{a^{2}{\sqrt {b}}}}$

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The Benktander type I distribution is one of two distributions introduced by Gunnar Benktander (1970) to model heavy-tailed losses commonly found in non-life/casualty actuarial science, using various forms of mean excess functions (Benktander & Segerdahl 1960). The distribution of the first type is "close" to the log-normal distribution (Kleiber & Kotz 2003).

See also

• log-normal distribution
• Benktander type II distribution

References

• Kleiber, Christian; Kotz, Samuel (2003). "7.4 Benktander Distributions". Statistical Size Distributions in Economics and Actuarial Science. Wiley Series and Probability and Statistics. John Wiley & Sons. pp. 247–250. ISBN 9780471457169.
• Benktander, Gunnar; Segerdahl, Carl-Otto (1960). "On the Analytical Representation of Claim Distributions with Special Reference to Excess of Loss Reinsurance". Proceedings of the XVIth International Congress of Actuaries, Brussels, 1960: 626–646.
• Benktander, Gunnar (1970). "Schadenverteilungen nach Gr?sse in der Nicht-Lebensversicherung" [Loss Distributions by Size in Non-life Insurance]. Bulletin of the Swiss Association of Actuaries (in German): 263–283.