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

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.