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"Asymptotic correlation structure of discounted Incurred But Not Reported ..."
Eric C. K. Cheung et al. (2019)
- Eric C. K. Cheung
, Landy Rabehasaina, Jae-Kyung Woo, Ran Xu:
Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process. Eur. J. Oper. Res. 276(2): 582-601 (2019)
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