On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958)
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scientific article; zbMATH DE number 6901744
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| English | On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes |
scientific article; zbMATH DE number 6901744 |
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On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (English)
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11 July 2018
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dependent Sparre Andersen risk model
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discounted aggregate claims until ruin
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discounted densities
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Coxian distribution
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higher moments
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covariance
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0.8846859335899353
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0.8714935779571533
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0.8564497828483582
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0.8396604657173157
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