Analysis of IBNR liabilities with interevent times depending on claim counts (Q2152242)
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scientific article; zbMATH DE number 7554087
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| English | Analysis of IBNR liabilities with interevent times depending on claim counts |
scientific article; zbMATH DE number 7554087 |
Statements
Analysis of IBNR liabilities with interevent times depending on claim counts (English)
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7 July 2022
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IBNR
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Markov renewal models
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Markovian discount rates
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random thresholds
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catastrophes
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0.8362221121788025
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0.8212992548942566
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0.8071934580802917
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0.7981693148612976
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