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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.