Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282): Difference between revisions
From MaRDI portal
Latest revision as of 04:35, 7 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Covariance of discounted compound renewal sums with a stochastic interest rate |
scientific article |
Statements
Covariance of discounted compound renewal sums with a stochastic interest rate (English)
0 references
13 December 2013
0 references
asymptotic and finite-time moments
0 references
discounted aggregate claims
0 references
Itō process
0 references
stochastic interest rate
0 references
joint moments
0 references
renewal process
0 references
0 references