An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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