Research Article
Assessing the Performance of the Discrete Generalised Pareto Distribution in Modelling Non-Life Insurance Claims
Table 10
Parameter estimates from DGP.
| Variable | Estimator (s.e) | | | |
| Reported claims | 2.3354 (1.9731) | 0.0017 (0.0012) | 2.8171 (2.0240) | Settled claims | 1.9089 (1.6214) | 0.0077 (0.0015) | 1.9333 (1.4524) |
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