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On A Model for the Claim Number Process*

Published online by Cambridge University Press:  29 August 2014

Matti Ruohonen
Matti Ruohonen*
Affiliation:
The Sampo Group, Turku, Finland
*
The Sampo Group, P.O. Box 216, SF-20101 Turku, Finland.
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Abstract

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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

Claim number processweighted Poissonthree-parameter gamma distribution
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 18 , Issue 1 , April 1988 , pp. 57 - 68
Copyright
Copyright © International Actuarial Association 1988

Footnotes

*

This paper was presented to the ASTIN Colloquium at Scheveningen, the Netherlands, September 1987.

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