Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (Q666972): Difference between revisions

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Latest revision as of 01:21, 15 September 2024

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Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
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    Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (English)
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    12 March 2019
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    applied probability
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    fractional Poisson process
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    incurred but not reported (IBNR) claims
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    infinite server queues
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    correlation
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    Identifiers

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