Delay in claim settlement (Q913432)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 4147368
Language Label Description Also known as
default for all languages
No label defined
    English
    Delay in claim settlement
    scientific article; zbMATH DE number 4147368

      Statements

      Delay in claim settlement (English)
      0 references
      0 references
      0 references
      1989
      0 references
      The paper deals with delays of different types in claim settlements. The authors are interested in the liability process, which generalizes the classical compound Poisson process (for the aggregate claims) by taking into account interest and inflation depending on the delays. By certain martingale properties mathematical properties of the liability process are derived.
      0 references
      handling delay
      0 references
      payment delay
      0 references
      settling delay
      0 references
      force of interest
      0 references
      force of inflation
      0 references
      safety loading
      0 references
      claim settlements
      0 references
      liability process
      0 references
      compound Poisson process
      0 references
      aggregate claims
      0 references
      martingale properties
      0 references
      0 references

      Identifiers