Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591)
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scientific article; zbMATH DE number 6391828
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| English | Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times |
scientific article; zbMATH DE number 6391828 |
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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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0.9405737
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0.9170861
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0.9130026
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0.91045606
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0.9041275
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0.8873848
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