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math.PR2018
Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs
Landy Rabehasaina, Jae-Kyung Woo
We consider a general dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (cl…
math.PR2018
Asymptotic Correlation Structure of Discounted Incurred But Not Reported Claims under Fractional Poisson Arrival Process
Eric Cheung, Landy Rabehasaina, Jae-Kyung Woo +1
This paper studies the joint moments of a compound discounted renewal process observed at different times with each arrival removed from the system after a random delay. This proce…