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Delay in claim settlement and ruin probability approximations
6 references·1 citing·27 second hop
Delay in claim settlement and ruin probability approximations (1995)Delay in claim settlement and ruin probab…Explosive Poisson Shot Noise Processes with Applications to Risk Reserves (1995)Explosive Poisson Shot Noise …Prediction of Outstanding Liabilities in Non-Life Insurance (1993)Prediction of Outstanding Lia…Aspects of Risk Theory (1991)Aspects of Risk TheoryThe Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas (1989)The Claims Reserving Problem …A contribution to modelling of IBNR claims (1986)A contribution to modelling o…Diffusion approximations in collective risk theory (1969)Diffusion approximations in c…Shot-noise queueing models (2021)Shot-noise queueing modelsRecursive Evaluation of a Family of Compound Distributions (1981)Claims reserving, state-space models and the Kalman filter (1983)Risk Theory (1984)Individual Claim Loss Reserving Conditioned by Case Estimates (2008)Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Double Chain Ladder (2012)An introduction to mathematical risk theory (1979)Point Processes and Queues (1981)Point Processes and Queues: Martingale Dynamics. (1983)Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach (1996)INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)Neural networks applied to chain–ladder reserving (2018)Limit theorems for workload input models (1996)Continuous Martingales and Brownian Motion (1999)Fractional Brownian motion as a weak limit of Poisson shot noise processes—with applications to finance (2004)Risk Processes with Non-stationary Hawkes Claims Arrivals (2008)Introduction to the Theory of Queues. (1963)Stochastic Decompositions in the M/G/1 Queue with Generalized Vacations (1985)Applied Probability and Queues (1987)Controlled diffusion models for optimal dividend pay-out (1997)Optimal Dividends (2004)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Prediction of Outstanding Liabilities II. Model Variations and Extensions (1999)Micro-level stochastic loss reserving for general insurance (2013)Ruin problems with compounding assets (1977)The application of continuous-time random walks in finance and economics (2005)Optimality results for dividend problems in insurance (2009)
this work references cited by second hop

References

  • 1991Aspects of Risk Theory902 cited
  • 1969Diffusion approximations in collective risk theory185 cited
  • 1993Prediction of Outstanding Liabilities in Non-Life Insurance161 cited
  • 1995Explosive Poisson Shot Noise Processes with Applications to Risk Reserves146 cited
  • 1989The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas92 cited
  • 1986A contribution to modelling of IBNR claims60 cited

Cited by

  • 2021Shot-noise queueing models17 cited

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