I have seen the owner key and active key but does anyone know, what is the use of the claim key?
So this is presumably in reference to the various tutorials that show how to set up a claim permission on a block producer account.
The owner key is the main key which determines who owns an account. Whoever has the private key to the owner permission can do whatever they want, including changing the owner key to something else.
The active key lets you do everything the owner key can do, except the ability to change the owner key itself.
The reason for the active and owner key is that if you set them to different keys, you can keep your owner key offline and somewhere safe. If your active key is ever stolen, then at least you can then get your owner key out and change your active key using that.
However, permissions don't stop there. You can create new permissions with new keys and connect them to whatever actions you want. In the tutorial you were referring to, someone creates a new permission called claim.
The private key for the claim permission could be shared between everyone in the team, because it can only be used to sign an action where the producer receives money.
But not every account will have the claim permission, because not everyone has a use for it. You might choose to have different permissions for each possible action you can take, and then the keys for those permissions could all be different, with different levels of difficulty to hack the keys for, say, transferring money compared to voting.