Asymptotic correlation structure of discounted incurred but not reported claims under fractional poisson arrival process
Year of publication: |
2019
|
---|---|
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
|
Subject: | Applied probability | Fractional poisson process | Incurred But Not Reported (IBNR) claims | Infinite server queues | Correlation | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Stochastischer Prozess | Stochastic process | Korrelation |
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