Delay in claim settlement

DOI10.1016/0167-6687(89)90008-5zbMath0699.62096MaRDI QIDQ913432

P. Boogaert, J. Haezendonck

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90008-5

zbMATH Keywords

compound Poisson process; aggregate claims; safety loading; handling delay; liability process; payment delay; martingale properties; claim settlements; force of inflation; force of interest; settling delay

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

Related Items

Analysis of IBNR claims in renewal insurance models, Delay in claim settlement and ruin probability approximations, On Ultimate Ruin in a Delayed-Claims Risk Model, A Risk Process with Delayed Claims and Constant Dividend Barrier, Approximating the finite-time ruin probability under interest force, Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns, Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims, On the probability of ruin in the compound Poisson risk model with potentially delayed claims, Macro-economic version of a classical formula in risk theory, A risk model with delay in claim settlement., Simulation of ruin probabilities, A Risk Model with Delayed Claims, Ruin problems under IBNR dynamics, A delayed dual risk model, Present value of some insurance portfolios

Cites Work

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• Classical risk theory in an economic environment
• Upper bounds on ruin probabilities in case of negative loadings and positive interest rates
• Ruin problems with compounding assets
• Limit theorems for the present value of the surplus of an insurance portfolio
• Macro-economic influences on the crossing of dividend barriers