You should be able to fix this by including a measure based on the Claim table. My suggestion would be to create a measure like the following:
[Claim Count] := Countrows('Claim')
then include this in your query. In this way you should get at least one row for each claim plus extra rows for each related payment (assuming you also have payment related measures in your query). This measure should return 1 for every row, but since you are using a paginated report you can just not use this column in your report.
The reason this works is that queries against tabular models typically only return rows where the measures return non-empty values. So if you only have payment related measures in your query only claims that have payments will be returned.