Some inequalities for GI/M/n queues
On random discrete distributions
Piecewise Markov processes on a general state space
Queueing systems with a reserve service channel
A continuous-time model for claims reserving
Prediction of outstanding liabilities is an important problem in non-life insurance. In the framework of the Solvency II Project, the best estimate must be derived by well defined probabilistic models properly calibrated on the relevant claims experience. A general model along these lines was proposed earlier by Norberg (1993, 1999), who suggested modelling claim arrivals and payment streams as a marked point process. In this paper we specify that claims occur in [0,1] according to a Poisson point...
Long-range dependence in a Cox process directed by a Markov renewal process.
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