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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    Analysis of IBNR liabilities with interevent times depending on claim counts
    scientific article; zbMATH DE number 7554087

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      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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