On A Model for the Claim Number Process*

Matti Ruohonen

ASTIN Bulletin, 1988, vol. 18, issue 1, 57-68

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 in 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.

Date: 1988
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