Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times |
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Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (English)
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28 January 2015
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discounted aggregate claims until ruin
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number of claims until ruin
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higher moments
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Sparre Andersen risk model
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general interclaim times
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defective renewal equation
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discounted densities
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