Bivariate compound renewal sums with discounted claims
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Publication:1936472
DOI10.1007/s13385-012-0054-4zbMath1258.91106OpenAlexW1967667988MaRDI QIDQ1936472
Publication date: 5 February 2013
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-012-0054-4
stochastic interest raterenewal processjoint momentsdiscounted aggregate claimsasymptotic and finite time momentsbivariate counting process
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Related Items (2)
Asymptotic ruin probabilities for a bidimensional renewal risk model ⋮ Random sums of random variables and vectors: including infinite means and unequal length sums
Cites Work
- Classical risk theory in an economic environment
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Covariance of discounted compound renewal sums with a stochastic interest rate
- Joint moments of discounted compound renewal sums
- The total claims distribution under inflationary conditions
- Renewal theory in two dimensions: Basic results
- Moment generating functions of compound renewal sums with discounted claims
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