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The application of the number of IBNR claims for Erlang (n) interarrival times
The application of the number of IBNR claims for Erlang (n) interarrival times This abstract describes a paper that generalizes the Poisson process to a renewal process, especially Erlang (n) ...- Authors: David Landriault, Gordon E Willmot, Ya Fang Wang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Reserves - Annuities
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Finite-time ruin problems in Sparre Andersen models with arbitrary interclaim times
Finite-time ruin problems in Sparre Andersen models with arbitrary interclaim times This abstract describes a paper that obtains a closed-form expression for ruin quantity. Ruin;Sparre Andersen; ...- Authors: Gordon E Willmot, David Landriault, Tianxiang Shi
- Date: Jul 2010