The expected value of IBNR-claims

DOI10.1080/03461238.1976.10405606MaRDI QIDQ4095744zbMATH OpenOpenAlexFDO

Authors Jan-Erik Karlsson

Publication date 1976

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1976.10405606

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Operations research and management science (90B99)

Cites work

• A stochastic model for time lag in reporting of claims

Cited in

(2)

• An IBNR-RBNS insurance risk model with marked Poisson arrivals
• Delay in claim settlement and ruin probability approximations

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