Research Article

Assessing the Performance of the Discrete Generalised Pareto Distribution in Modelling Non-Life Insurance Claims

Table 1

Descriptive statistics of reported claims.

YearMeanStd. dev.SkewnessKurtosisMinMax

2012255.86329.951.280.7101187
2013414.9620.111.581.1202053
2014281.9350.031.571.4701335
2015341.72503.772.124.0702151
2016676.591839.984.3418.8129902