An IBNR–RBNS insurance risk model with marked Poisson arrivals
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DOI: 10.1016/j.insmatheco.2017.12.004
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Keywords
Incurred But Not Reported (IBNR) claims; Reported But Not Settled (RBNS) claims; Markovian Arrival Process; Ruin probability; Aggregate payment processes; Joint Laplace transform;All these keywords.
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