Abstract
A model for the claim number process is considered. The claim number process is assumed to be a weighted Poisson process with a three-parameter gamma distribution as the structure function. Fitting of this model to several data encountered m the literature is considered, and the model is compared with the two-parameter gamma model giving the negative binomial distribution. Some credibility theory formulae are also presented.
Keywords Claim number process; weighted Poisson; three-parameter gamma distribution.
Volume
18:1
Page
57-68
Year
1988
Categories
Financial and Statistical Methods
Loss Distributions
Frequency
Financial and Statistical Methods
Credibility
Publications
ASTIN Bulletin
