Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. (English) Zbl 1430.90188 Eur. J. Oper. Res. 276, No. 2, 582-601 (2019). MSC: 90B22 60K10 60G22 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Eur. J. Oper. Res. 276, No. 2, 582--601 (2019; Zbl 1430.90188) Full Text: DOI
Rabehasaina, Landy; Woo, Jae-Kyung On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues. (English) Zbl 1418.60037 Queueing Syst. 90, No. 3-4, 307-350 (2018). MSC: 60G50 60K30 62P05 60K25 PDF BibTeX XML Cite \textit{L. Rabehasaina} and \textit{J.-K. Woo}, Queueing Syst. 90, No. 3--4, 307--350 (2018; Zbl 1418.60037) Full Text: DOI
Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae An IBNR-RBNS insurance risk model with marked Poisson arrivals. (English) Zbl 1400.91238 Insur. Math. Econ. 79, 26-42 (2018). MSC: 91B30 62P05 60J25 60K10 PDF BibTeX XML Cite \textit{S. Ahn} et al., Insur. Math. Econ. 79, 26--42 (2018; Zbl 1400.91238) Full Text: DOI
Hesselager, Ole Prediction of outstanding claims: A hierarchical credibility approach. (English) Zbl 0778.62097 Scand. Actuarial J. 1991, No. 1, 25-47 (1991). Reviewer: E.Shiu (Iowa City) MSC: 62P05 PDF BibTeX XML Cite \textit{O. Hesselager}, Scand. Actuarial J. 1991, No. 1, 25--47 (1991; Zbl 0778.62097) Full Text: DOI