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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 ... describes a paper that generalizes the Poisson process to a renewal process, especially Erlang (n) renewal ...- 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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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions ... model driven by a spectrally negative Levy process of bounded variation. Bankruptcy;Dividends; 14594 ...- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Finite-time ruin problems in Sparre Andersen models with arbitrary interclaim times
University of Waterloo, Canada Co-Authors: David Landriault; Gordon E. Willmot, University of Waterloo ... explicit expression for the joint distribution of the time to ruin and the number of claims at ruin is ...- Authors: Gordon E Willmot, David Landriault, Tianxiang Shi
- Date: Jul 2010