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A New Distribution of Poisson-Type for the Number of Claims

Published online by Cambridge University Press:  29 August 2014

Michel Denuit
Michel Denuit*
Affiliation:
Université Libre de Bruxelles, Bruxelles, Belgium
*
Institut de Statistique et de Recherche Opérationnelle, Universite libre de Bruxelles, CP 210, Boulevard du Triomphe, B-1050 Bruxelles, Belgiume-mail:mdenuit@ulb.ac.be
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Abstract

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This paper is concerned with two methods to estimate the parameters of the Poisson-Goncharov distribution introduced recently by Lefevre 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.

Keywords

Abel-Goncharov polynomialsPoisson-Goncharov distributionGeneralized Poisson lawfittingclaims distribution
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 27 , Issue 2 , November 1997 , pp. 229 - 242
Copyright
Copyright © International Actuarial Association 1997

References

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