On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
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DOI: 10.1007/s11134-018-9583-0
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- Woo, Jae-Kyung, 2016. "On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 354-363.
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Keywords
Renewal-reward process; Multivariate discounted rewards; Incurred But Not Reported (IBNR) claims; Infinite server queues; Workload; Convergence in distribution;All these keywords.
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