Negative Binomial Distribution (NBD) has been widely employed in marketing to model purchase incidence. In this paper, we undertake a simulation study to examine the sensitivity of NBD when the number of purchases in a given period is Poisson or Erlang 2 but the underlying heterogeneity is different from gamma. In particular, we allow the heterogeneity to follow three other flexible and well-known distributions: inverse Gaussian, lognormal and Weibull. All these distributions have shapes that are similar to the gamma. Moreover, we evaluate the performance of three alternative models namely, the Condensed Negative Binomial (CNBD), the Generalized Negative Binomial (GNBD) and the Generalized Poisson (GPD).