Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282)
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scientific article; zbMATH DE number 6238136
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| English | Covariance of discounted compound renewal sums with a stochastic interest rate |
scientific article; zbMATH DE number 6238136 |
Statements
Covariance of discounted compound renewal sums with a stochastic interest rate (English)
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13 December 2013
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asymptotic and finite-time moments
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discounted aggregate claims
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Itō process
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stochastic interest rate
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joint moments
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renewal process
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0.9306735396385192
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0.8414013385772705
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0.8403989672660828
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0.8341103196144104
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0.823659360408783
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