On the analysis of time dependent claims in a class of birth process claim count models

DOI10.1016/j.insmatheco.2014.07.001zbMath1304.91118OpenAlexW2082004415MaRDI QIDQ2513632

David Landriault, Di Xu, Gordon E. Willmot

Publication date: 28 January 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.07.001

zbMATH Keywords

inflationcompound distributiontransition probabilitiescontagionrandom summixed PoissonIBNR

Mathematics Subject Classification ID

Related Items (4)

Extensions of the generalized Pólya process ⋮ On a risk model with claim investigation ⋮ On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays ⋮ Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration

Cites Work

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• On the analysis of a class of loss models incorporating time dependence
• Distributional analysis of a generalization of the Pólya process
• A note on discounted compound renewal sums under dependency
• Joint moments of discounted compound renewal sums
• A characterization of order statistic point processes that are mixed Poisson processes and mixed sample processes simultaneously
• On the characterization of point processes with the order statistic property without the moment condition
• Loss Models

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