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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) ...

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    • Authors: David Landriault, Gordon E Willmot, Ya Fang Wang
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Reserves - Annuities
  • The Distribution of Discounted Compound Renewal Sums

    The Distribution of Discounted Compound Renewal Sums This is an abstract article on the distribution of discounted compound renewal sums. Discounted Compound; 14462 11/1/2008 12:38:00 PM ...

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    • Authors: José Garrido, GHISLAIN LEVEILLE, Ya Fang Wang
    • Date: Nov 2008
  • The Application of Discounted PH-Renewal Sums

    The Application of Discounted PH-Renewal Sums This is the abstract for the research on the application of discounted PH-renewal sums. Abstract; 14533 7/30/2010 12:39:00 PM ...

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    • Authors: José Garrido, GHISLAIN LEVEILLE, Ya Fang Wang
    • Date: Jul 2010
  • The Distribution of Discounted Compound Renewal Sums

    The Distribution of Discounted Compound Renewal Sums This is a presentation from 43rd Actuarial Research Conference ARC, Regina, August 14–16, 2008. This talk will present the moment generating ...

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    • Authors: José Garrido, GHISLAIN LEVEILLE, Ya Fang Wang
    • Date: Nov 2008
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • Distribution of discounted compound sums when the mean of inter-arrival time is small

    Distribution of discounted compound sums when the mean of inter-arrival time is small This abstract describes a paper that shows how to calculate the distribution of discounted compound ...

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    • Authors: José Garrido, GHISLAIN LEVEILLE, Ya Fang Wang
    • Date: Jul 2010