A compound renewal model for medical malpractice insurance
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Publication:487580
DOI10.1007/s13385-013-0080-xzbMath1303.62056OpenAlexW2087072222MaRDI QIDQ487580
Ghislain Léveillé, Emmanuel Hamel
Publication date: 22 January 2015
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-013-0080-x
copulasautocorrelation functionvalue-at-riskstochastic interest raterenewal processdependence measuresaggregate discounted payments and expensesjoint and raw momentsmedical malpractice
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Related Items (4)
A compound trend renewal model for medical/professional liabilities ⋮ Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims ⋮ Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process ⋮ On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
Uses Software
Cites Work
- Cuba -- a library for multidimensional numerical integration
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Covariance of discounted compound renewal sums with a stochastic interest rate
- Understanding Relationships Using Copulas
- Moments of compound renewal sums with discounted claims
- Unnamed Item
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