open Claims monthly count

Based on your description, I created data to reproduce your scenario. The pbix file is attached in the end.

https://1drv.ms/u/s!AiUZ0Ws7G26Rimc1BFjek33M-f9D?e=OAgThj

1) create calendar table

Calendar = VAR BaseCalendar =
    CALENDAR ( DATE ( 2022, 1, 1 ), DATE (2023, 12, 31 )) 
  
RETURN
    GENERATE (
        BaseCalendar,
        VAR BaseDate = [Date]
        VAR YearDate = YEAR ( BaseDate )
        VAR MonthNumber = MONTH ( BaseDate )
        VAR YearMonthNumber = YearDate * 12 + MonthNumber - 1
        RETURN ROW (
            "Year", YearDate,
            "Month Number", MonthNumber,
            "Month", FORMAT ( BaseDate, "mmmm"),
            "Year Month Number", YearMonthNumber,
            "Year Month", FORMAT ( BaseDate, "mmm yy")
        )
    )

2) measure

count the open claims = 
VAR _GenaretDateBetWeen = 
       GENERATE (
                'Claims',
                DATESBETWEEN (
                    'Calendar'[Date],
                    'Claims'[Created],
                    IF ( ISBLANK ( 'Claims'[Closed] ), 'Claims'[Created], 'Claims'[Closed] )
                ))

VAR _SelectColumns_And_Distinct = 
 DISTINCT(SELECTCOLUMNS(_GenaretDateBetWeen,
                "Claims ID",[Claims ID] ,
                "@Month_Year",FORMAT ([Date], "mmm yy")))
VAR _SelectOnlydateCoumns=   
              SELECTCOLUMNS(_SelectColumns_And_Distinct,"@Month_Year",[@Month_Year])

VAR _INTERSECT =
         INTERSECT(_SelectOnlydateCoumns,VALUES('Calendar'[Year Month]))

RETURN  
COUNTROWS(_INTERSECT)