An IBNR–RBNS insurance risk model with marked Poisson arrivals-Reference-Cited by-同舟云学术

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An IBNR–RBNS insurance risk model with marked Poisson arrivals

Published:2018-03 Issue: Volume:79 Page:26-42
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Ahn Soohan,Badescu Andrei L.,Cheung Eric C.K.^ORCID,Kim Jeong-Rae^ORCID

Funder

Natural Sciences and Engineering Research Council of Canada

Research Grants Council of the Hong Kong Special Administrative Region

Ministry of Education, Science and Technology

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference54 articles.

1. The Fourier-series method for inverting transforms of probability distributions;Abate;Queueing Syst.,1992

2. On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals;Ahn;Insurance Math. Econom.,2007

3. Transient analysis of fluid flow models via stochastic coupling to a queue;Ahn;Stoch. Models,2004

4. Efficient algorithms for transient analysis of stochastic fluid flow models;Ahn;J. Appl. Probab.,2005

5. The claims reserving problem in non-life insurance: Some structural ideas;Arjas;Astin Bull.,1989

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