On the analysis of a class of loss models incorporating time dependence

DOI10.1007/s13385-013-0064-xzbMath1280.91149OpenAlexW2064144443MaRDI QIDQ362057

David Landriault, Gordon E. Willmot, Ling Guo

Publication date: 20 August 2013

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-013-0064-x

zbMATH Keywords

inflationgamma distributioncompound distributionmixed Erlangdiscrete self-decomposableincurred but not reportedinfinite server \(\mathrm M^X/\mathrm M/\infty\) queuemixed Poissonorder statistic propertyself-decomposable

Mathematics Subject Classification ID

Related Items (6)

On some general survival models with delayed failures ⋮ On information-based residual lifetime in survival models with delayed failures ⋮ Analysis of IBNR claims in renewal insurance models ⋮ On the analysis of time dependent claims in a class of birth process claim count models ⋮ On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays ⋮ On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues

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