Research Article

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

Table 2

Descriptive statistics of settled claims.

YearMeanStd. dev.SkewnessKurtosisMinMax

201279.21123.421.852.340452
201346.2463.222.527.350307
201454.0365.382.245.420307
201564.3190.591.933.030362
201673.38106.752.194.442452