There are two phases of difficulties in estimating a claims distribution.
If we are going to estimate the claims distribution as
accurately as possible, we should gather considerably long terms
statistics. While ecqnomical and social environment will change.
As a result the statistics gathered should be amended by a kind of
trend value. One of difficulties here is t~e estimation of that trend
value. Another difficulty is the estimation of claims distribution
as being the stochastic distribution. In the case of considering
claim size, the estimation becomes more difficult.
The intention of this paper is to propose an actual way of estimating
stochastic claims distribution considering various kind of
claim size by the use of a computer. Regarding the problem of
amending claims distribution by a trend Value I will discuss at
another time.