Moments of compound renewal sums with discounted claims (Q5938019)
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scientific article; zbMATH DE number 1621409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of compound renewal sums with discounted claims |
scientific article; zbMATH DE number 1621409 |
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Moments of compound renewal sums with discounted claims (English)
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16 July 2002
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Exact expressions for the first two moments of compound renewal present value risk processes are obtained. Renewal theory arguments are used. Some examples, extensions and limiting results are given.
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classical risk process
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renewal theory
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inflation
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interest rate
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discounting
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