A stochastic model for time lag in reporting of claims

DOI10.2307/3212761zbMath0292.60144OpenAlexW4237936686MaRDI QIDQ4043935

Jan-Erik Karlsson

Publication date: 1974

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212761

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (6)

Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process ⋮ The expected value of IBNR-claims ⋮ An IBNR-RBNS insurance risk model with marked Poisson arrivals ⋮ On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays ⋮ Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs ⋮ On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues

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