"Asymptotic correlation structure of discounted Incurred But Not Reported ..."

Eric C. K. Cheung et al. (2019)

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DOI: 10.1016/J.EJOR.2019.01.033

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type: Journal Article

metadata version: 2025-03-03

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Eric C. K. Cheung, Landy Rabehasaina, Jae-Kyung Woo, Ran Xu:
Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process. Eur. J. Oper. Res. 276(2): 582-601 (2019)

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