Asymptotic correlation structure of discounted incurred but not reported claims under fractional poisson arrival process
Eric C.K. Cheung, Landy Rabehasaina, Jae-Kyung Woo, Ran Xu
| Year of publication: |
2019
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|---|---|
| Authors: | Cheung, Eric C. K. ; Rabehasaina, Landy ; Woo, Jae-Kyung ; Xu, Ran |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 276.2019, 2 (16.7.), p. 582-601
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| Subject: | Applied probability | Fractional poisson process | Incurred But Not Reported (IBNR) claims | Infinite server queues | Correlation | Stochastischer Prozess | Stochastic process | Korrelation | Wahrscheinlichkeitsrechnung | Probability theory | Warteschlangentheorie | Queueing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.01.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012003605