Abstract
This paper is concerned with two methods to estimate the parameters of the Poisson-Goncharov distribution introduced recently by Lef6vre and Picard (1996). These methods are applied to fit, inter alia, the six observed claims distributions, from automobile insurance third party liability portfolios, studied by Gossiaux and Lemaire (1981) and analyzed afterwards by several authors.
Volume
27:2
Page
229-242
Year
1997
Categories
Financial and Statistical Methods
Loss Distributions
Frequency
Business Areas
Automobile
Publications
ASTIN Bulletin
