Without any of us having to get advanced degrees in mathematics, it is important to understand that insurance is based on the science of actuary. This deals with the theory of large numbers and the ability to predict what will happen over time. Actuaries can tell us how long the average life span is. They cannot predict who will live to 100, or who will die at birth. This same theory gets applied to car insurance, fires, thefts, even lightning strikes. They can predict how many losses will occur. (Sometimes though, even these predictions are incorrect. Think Super Storm Sandy.)
Insurance is how we, as a society, have decided to share the financial responsibility for potential losses that involve car insurance and home insurance. This includes car accidents, fire, tornados, and all sorts of other calamities. Insurance, in its current form, is allowed to charge more if there is a greater risk of loss. (Your chances of being hit by a tornado are greater in Oklahoma than in Alaska. The cost of insurance for wind will be higher in Oklahoma than it is in Alaska.) When insurance companies in Pennsylvania get their rates approved by the Department of Insurance, the rates for car insurance are based on not having claims. Have a claim and the rates increase. Most carriers, as a reward for loyalty, provide loss forgiveness. This means that your rates will not increase if you have a loss. In home insurance, most carriers offer a loss free discount. After the requisite period, your premiums get reduced because you have not had claims.
So, to be fair, the carriers file rates that are based on insureds NOT having claims. Have a claim, and your rates may increase.