In the Property and Casualty (P&C) ratemaking process, it is critical to understand the effect of policyholders' risk profile to the number and amount of claims, the dependence among various business lines and the claim distributions. To include all the above features, it is essential to develop...

In this paper, we propose a copula-free approach for modeling correlated frequency distributions using an Erlang-based multivariate mixed Poisson distribution. We investigate some of the properties possessed by this class of distributions and derive a tailor-made expectation-maximization (EM)...