Abstract
This paper deals with the bivariate generalized Poisson distribution. The distribution is fitted to the aggregate amount of claims for a compound class of policies submitted to clarets of two kinds whose yearly frequencies are a priori dependent. A comparative study with the bivariate Poisson distribution and with two bivariate mixed Poisson distributions has been claimed out, based on data concerning natural events insurance in the USA and third party liability automobile insurance in France.
Volume
27:1
Page
23-32
Year
1997
Categories
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Covariance Methods
Financial and Statistical Methods
Loss Distributions
Frequency
Financial and Statistical Methods
Extreme Event Modeling
Natural Peril Modeling
Financial and Statistical Methods
Aggregation Methods
Business Areas
Automobile
Publications
ASTIN Bulletin
