An IBNR–RBNS insurance risk model with marked Poisson arrivals
Year of publication: |
March 2018
|
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Authors: | Ahn, Soohan ; Badescu, Andrei L. ; Cheung, Eric C. K. ; Kim, Jeong-Rae |
Published in: |
Insurance / Mathematics & economics. - 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 | Markov-Kette | Markov chain | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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