An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703): Difference between revisions

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Latest revision as of 11:48, 15 July 2024

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An IBNR-RBNS insurance risk model with marked Poisson arrivals
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    An IBNR-RBNS insurance risk model with marked Poisson arrivals (English)
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    12 April 2018
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    incurred but not reported (IBNR) claims
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    reported but not settled (RBNS) claims
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    Markovian arrival process
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    ruin probability
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    aggregate payment processes
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    joint Laplace transform
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