Remarks on the Poisson Stochastic Process, I
K. Florek, E. Marczewski, C. Ryll-Nardzewski (1953)
Studia Mathematica
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K. Florek, E. Marczewski, C. Ryll-Nardzewski (1953)
Studia Mathematica
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T. Rolski, A. Tomanek (2014)
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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...
C. Ryll-Nardzewski (1953)
Studia Mathematica
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C. Ryll-Nardzewski (1954)
Studia Mathematica
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J. Gani (1962)
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Francisco Jiménez Gómez, Mariano J. Valderrama Bonnet (1992)
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Journal of Applied Mathematics and Stochastic Analysis
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Gnedin, Alexander (2008)
Electronic Communications in Probability [electronic only]
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