Compound Poisson distribution

Claims reserving and claims process estimation are classical problems in general insurance. Some of the statistical methods in this field are based on a compound distribution. This distribution arises as a sum of a random number of independent and identically distributed variables. This thesis deals, in particular, with the compound Poisson distribution, its properties and possible applications in general insurance. Basic theoretical properties of the distribution are derived, and parameters estimation methods are discussed. The theoretical methods are illustrated on a real data set from car insurance