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]
@article{CheungRWX19,
title = {Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process},
author = {Eric C. K. Cheung and Landy Rabehasaina and Jae-Kyung Woo and Ran Xu},
year = {2019},
doi = {10.1016/j.ejor.2019.01.033},
url = {https://doi.org/10.1016/j.ejor.2019.01.033},
researchr = {https://researchr.org/publication/CheungRWX19},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {276},
number = {2},
pages = {582-601},
}