Smyth, Gordon K.; Jorgensen, Bent - International Actuarial Association / Actuarial Studies … - 2002
We reconsider the problem of producing fair and accurate tariffs based on aggregated insurance data giving numbers of claims and total costs for the claims. Jorgensen and de Souza (Scand. Actuarial J., 1994) assumed Poisson arrival of claims and gamma distributed costs for individual claims....