previous article in this issue | next article in this issue |
Document Details : Title: On A Model for the Claim Number Process Author(s): RUOHONEN, Matti Journal: ASTIN Bulletin Volume: 18 Issue: 1 Date: April 1988 Pages: 57-68 DOI: 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. |