If an (n + 2)-dimensional Lorentzian manifold is indecomposable, but non-irreducible, then its holonomy algebra is contained
in the parabolic algebra (R⊕so(n)).Rn. We show that its projection onto so(n) is the holonomy algebra of a Riemannian manifold.
This leads to a classification of Lorentzian holonomy groups and implies that the holonomy group of an indecomposable Lorentzian
spin manifold with parallel spinor equals to G . Rn where G is a product of SU(p), Sp(q), G2 or Spin(7).