An IBNR–RBNS insurance risk model with marked Poisson arrivals
Soohan Ahn, Andrei L. Badescu, Eric C.K. Cheung, Jeong-Rae Kim
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Ahn, Soohan ; Badescu, Andrei L. ; Cheung, Eric C. K. ; Kim, Jeong-Rae |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 79.2018, p. 26-42
|
| Subject: | Incurred But Not Reported (IBNR) claims | Reported But Not Settled (RBNS) claims | Markovian Arrival Process | Ruin probability | Aggregate payment processes | Joint Laplace transform | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Markov-Kette | Markov chain | Risiko | Risk | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825342