On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463): Difference between revisions

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+Analysis of the Expected Shortfall of Aggregate Dependent Risks
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+Covariance of discounted compound renewal sums with a stochastic interest rate
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+Moments of compound renewal sums with discounted claims
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+ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS
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+A note on discounted compound renewal sums under dependency
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+Publication:2520463