A compound trend renewal model for medical/professional liabilities
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Publication:1689025
DOI10.1007/s13385-017-0155-1zbMath1405.91262OpenAlexW2640093533MaRDI QIDQ1689025
Ghislain Léveillé, Emmanuel Hamel
Publication date: 12 January 2018
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-017-0155-1
stochastic interest ratejoint and raw momentsmedical malpracticeaggregate discounted paymentsprofessional liabilitiestrend renewal process
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Related Items (2)
Conditional increments of aggregate discounted claims with a trend ⋮ Compound trend renewal process with discounted claims: a unified approach
Uses Software
Cites Work
- A compound renewal model for medical malpractice insurance
- Cuba -- a library for multidimensional numerical integration
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
- Joint moments of discounted compound renewal sums
- Pseudo Maximum Likelihood Methods: Theory
- Algorithm 659
- Remark on algorithm 659
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