The expected value of IBNR-claims

DOI10.1080/03461238.1976.10405606zbMATH Open0329.62079OpenAlexW1990475338MaRDI QIDQ4095744FDOQ4095744

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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