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A new distribution of Poisson-type for the number of claims

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Denuit, Michel [UCL]

This paper is concerned with two methods to estimate the parameters of the Poisson-Goncharov distribution introduced recently by Lefèvre 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 analysed afterwards by several authors.

Document type Article de périodique (Journal article)
Publication date 1997
Language Anglais
Journal information "Astin Bulletin : the journal of the International Actuarial Association" - Vol. 27, no. 2, p. 229-242 (1997)
Peer reviewed yes
Publisher Peeters Publishers ((Belgium) Leuven)
issn 0515-0361
e-issn 1783-1350
Publication status Publié
Affiliation UCL - EUEN/STAT - Institut de statistique
Links
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Bibliographic reference Denuit, Michel. A new distribution of Poisson-type for the number of claims. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 27, no. 2, p. 229-242 (1997)
Permanent URL http://hdl.handle.net/2078.1/94080