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Analysis of IBNR claims in renewal insurance models |
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| Authors: | David Landriault Gordon E Willmot |
| Institution: | Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada. |
| Abstract: | |
| Keywords: | IBNR IR discounted renewal sum defective renewal equation recursion batch size self-decomposability negative binomial distributions rational Laplace transform mixed Erlang distributions |