On the moments of aggregate discounted claims with dependence introduced by a FGM copula (Q3008262)
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scientific article; zbMATH DE number 5907987
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| English | On the moments of aggregate discounted claims with dependence introduced by a FGM copula |
scientific article; zbMATH DE number 5907987 |
Statements
15 June 2011
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compound Poisson process
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discounted aggregate claims
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moments
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constant interest rate
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0.8881086111068726
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0.8486990928649902
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0.8327215909957886
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0.8221684098243713
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0.8124958276748657
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