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

Eric C. K. CheungLandy RabehasainaJae-Kyung WooRan Xu
Published in: Eur. J. Oper. Res. (2019)
Keyphrases
  • arrival process
  • steady state
  • large deviations
  • arrival rate
  • single server
  • service times
  • queueing networks
  • queueing model
  • information systems
  • semi supervised
  • optimal policy
  • asymptotically optimal
  • heavy traffic