Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (Q666972)
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scientific article
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| English | Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process |
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Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (English)
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12 March 2019
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applied probability
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fractional Poisson process
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incurred but not reported (IBNR) claims
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infinite server queues
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correlation
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