A compound renewal model for medical malpractice insurance
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Recommendations
- A compound trend renewal model for medical/professional liabilities
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Cites work
- Copula models for estimating outstanding claim provisions
- Covariance of discounted compound renewal sums with a stochastic interest rate
- Cuba -- a library for multidimensional numerical integration
- Moments of compound renewal sums with discounted claims
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Understanding Relationships Using Copulas
Cited in
(5)- Are malpractice insurance premiums a tort signal that influence physician hours worked?
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
- A compound trend renewal model for medical/professional liabilities
- Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims
- Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
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