On A Model for the Claim Number Process
Open Access
- 1 April 1988
- journal article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 18 (1) , 57-68
- https://doi.org/10.2143/AST.18.1.2014960
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.Keywords
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