A stochastic model for time lag in reporting of claims

DOI10.2307/3212761zbMATH Open0292.60144OpenAlexW4237936686MaRDI QIDQ4043935FDOQ4043935

Authors: Jan-Erik Karlsson 

Publication date: 1974

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212761

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited In (6)

• An IBNR-RBNS insurance risk model with marked Poisson arrivals
• On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
• The expected value of IBNR-claims
• On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
• Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs
• Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process

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