On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
DOI10.1007/s11134-018-9583-0zbMath1418.60037arXiv1611.10202OpenAlexW2790495016MaRDI QIDQ2315072
Landy Rabehasaina, Jae-Kyung Woo
Publication date: 31 July 2019
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.10202
workloadconvergence in distributionincurred but not reported (IBNR) claimsinfinite server queuesrenewal-reward processmultivariate discounted rewards
Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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Cites Work
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