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Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process

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. European Journal of Operational Research, 276(2):582-601, 2019. [doi]

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