A Risk Model with Delayed Claims (Q2854075): Difference between revisions

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-.1239/jap/1378401230
@@ Property / DOI: 10.1239/jap/1378401230 / rank @@
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+W3124787505
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+Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
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+Delay in claim settlement
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+An insensitivity property of Lundberg's estimate for delayed claims
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+A dynamic contagion process
@@ Property / cites work: A dynamic contagion process / rank @@
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+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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+Q3868650
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+Q2740067
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+Explosive Poisson shot noise processes with applications to risk reserves
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+Properties of the bivariate delayed Poisson process
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+Asymptotic results for perturbed risk processes with delayed claims
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+Letter to the Editor—The Output of an <i>M</i>/<i>G</i>/∞ Queuing System is Poisson
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+Ruin problems under IBNR dynamics
@@ Property / cites work: Ruin problems under IBNR dynamics / rank @@
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+Ruin probabilities allowing for delay in claims settlement
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+On Ultimate Ruin in a Delayed-Claims Risk Model
@@ Property / cites work: On Ultimate Ruin in a Delayed-Claims Risk Model / rank @@
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@@ Property / DOI @@
+.1239/JAP/1378401230
@@ Property / DOI: 10.1239/JAP/1378401230 / rank @@
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