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

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  • Denuit, Michel

Abstract

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.

Suggested Citation

  • Denuit, Michel, 1997. "A New Distribution of Poisson-Type for the Number of Claims," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 229-242, November.
    • Handle: RePEc:cup:astinb:v:27:y:1997:i:02:p:229-242_01
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    Cited by:

    1. Sancho Salcedo-Sanz & Leo Carro-Calvo & Mercè Claramunt & Ana Castañer & Maite Mármol, 2014. "Effectively Tackling Reinsurance Problems by Using Evolutionary and Swarm Intelligence Algorithms," Risks, MDPI, vol. 2(2), pages 1-14, April.
    2. Michel Denuit & Claude Lefèvre & Moshe Shaked, 2000. "Stochastic Convexity of the Poisson Mixture Model," Methodology and Computing in Applied Probability, Springer, vol. 2(3), pages 231-254, September.
    3. Gathy, Maude & Lefèvre, Claude, 2010. "On the Lagrangian Katz family of distributions as a claim frequency model," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 76-83, August.

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