A compound renewal model for medical malpractice insurance
DOI10.1007/S13385-013-0080-XzbMATH Open1303.62056OpenAlexW2087072222MaRDI QIDQ487580FDOQ487580
Ghislain Léveillé, Emmanuel Hamel
Publication date: 22 January 2015
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-013-0080-x
renewal processcopulasdependence measuresvalue-at-riskautocorrelation functionstochastic interest rateaggregate discounted payments and expensesjoint and raw momentsmedical malpractice
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cites Work
- Title not available (Why is that?)
- Cuba -- a library for multidimensional numerical integration
- Understanding Relationships Using Copulas
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Covariance of discounted compound renewal sums with a stochastic interest rate
- Moments of compound renewal sums with discounted claims
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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