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On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays - MaRDI portal

On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463)

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On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
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    On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (English)
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    13 December 2016
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    multiline insurance
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    renewal process
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    multivariate distribution
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    discounted aggregate claim costs
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    reported/unreported claims
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    IBNR claims
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    joint moments
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    covariance
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