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)