Delay in claim settlement

DOI10.1016/0167-6687(89)90008-5zbMath0699.62096OpenAlexW2031274835MaRDI QIDQ913432

P. Boogaert, J. Haezendonck

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90008-5

zbMATH Keywords

compound Poisson processaggregate claimssafety loadinghandling delayliability processpayment delaymartingale propertiesclaim settlementsforce of inflationforce of interestsettling delay

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (15)

Present value of some insurance portfolios ⋮ Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns ⋮ Simulation of ruin probabilities ⋮ On Ultimate Ruin in a Delayed-Claims Risk Model ⋮ Analysis of IBNR claims in renewal insurance models ⋮ Delay in claim settlement and ruin probability approximations ⋮ A delayed dual risk model ⋮ A Risk Process with Delayed Claims and Constant Dividend Barrier ⋮ Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims ⋮ Approximating the finite-time ruin probability under interest force ⋮ On the probability of ruin in the compound Poisson risk model with potentially delayed claims ⋮ Macro-economic version of a classical formula in risk theory ⋮ A Risk Model with Delayed Claims ⋮ Ruin problems under IBNR dynamics ⋮ A risk model with delay in claim settlement.

Cites Work

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• Classical risk theory in an economic environment
• Upper bounds on ruin probabilities in case of negative loadings and positive interest rates
• Ruin problems with compounding assets
• Limit theorems for the present value of the surplus of an insurance portfolio
• Macro-economic influences on the crossing of dividend barriers

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