On the analysis of time dependent claims in a class of birth process claim count models
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Publication:2513632
DOI10.1016/J.INSMATHECO.2014.07.001zbMATH Open1304.91118OpenAlexW2082004415MaRDI QIDQ2513632FDOQ2513632
Authors: David Landriault, Di Xu, Gordon E. Willmot 
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.07.001
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Cites Work
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- Distributional analysis of a generalization of the Pólya process
- On the characterization of point processes with the order statistic property without the moment condition
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- Loss models. Further topics
- On the analysis of a class of loss models incorporating time dependence
- A note on discounted compound renewal sums under dependency
- Joint moments of discounted compound renewal sums
- A characterization of order statistic point processes that are mixed Poisson processes and mixed sample processes simultaneously
Cited In (10)
- Introducing the non-homogeneous compound-birth process
- Probabilistic models for medical insurance claims
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
- Trend analysis and prediction procedures for time nonhomogeneous claim processes
- Extensions of the generalized Pólya process
- A claims persistence process and insurance
- On a risk model with claim investigation
- The total claims distribution under inflationary conditions
- On the analysis of a class of loss models incorporating time dependence
- Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration
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