The subject of the paper is analysis of the most important distributions which are applied in actuarial science and insurance, and also their characteristics in the form of expected value, variance, skewness and excess kurtosis. The aim of the paper is to emphasize the importance of reliability of statistical distributions in calculating premiums in non-life insurance. The main result in the paper is determination of the best distribution of the aggregate claim amount that describes the given dataset and confirms the importance of choosing the correct distribution in premium calculation, which was the main assumption of the paper.

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