On a risk model with claim investigation

DOI10.1016/J.INSMATHECO.2015.08.010zbMATH Open1348.91151OpenAlexW1255721988MaRDI QIDQ896741FDOQ896741

Mirabelle Huynh, David Landriault, Tianxiang Shi, Gordon E. Willmot

Publication date: 14 December 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.08.010

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zbMATH Keywords

queueing theoryqueueing systemrisk theorydefective renewal equationGerber-Shiu analysisclaim investigation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Queueing theory (aspects of probability theory) (60K25)

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Cited In (3)

• Title not available (Why is that?)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals
• A capacity planning model for the claims handling process

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