Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342)
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scientific article; zbMATH DE number 7048039
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| English | Discounted aggregate claim costs until ruin in the discrete-time renewal risk model |
scientific article; zbMATH DE number 7048039 |
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Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (English)
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26 April 2019
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discounted aggregate claims until ruin
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discrete sparre Andersen renewal risk process
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discounted moment-based joint distribution
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higher moments
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covariance
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discrete Coxian \((K_n)\) distribution
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claim causing ruin
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0.8564497828483582
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0.8236256241798401
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0.823009729385376
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0.8174751996994019
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