On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463)
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scientific article; zbMATH DE number 6662973
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| English | On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays |
scientific article; zbMATH DE number 6662973 |
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On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (English)
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13 December 2016
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multiline insurance
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renewal process
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multivariate distribution
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discounted aggregate claim costs
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reported/unreported claims
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IBNR claims
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joint moments
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covariance
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0.8066584467887878
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0.7888994812965393
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0.7815412878990173
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0.7804858684539795
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