Transform approach for discounted aggregate claims in a risk model with descendant claims

DOI10.1007/s10479-019-03392-yzbMath1452.91077MaRDI QIDQ2212272

Bara Kim, Hyunjoo Yoo, Ji-Wook Jang, Jeongsim Kim

Publication date: 20 November 2020

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03392-y

zbMATH Keywords

Laplace-Stieltjes transform; risk model; discounted aggregate claims; descendant claims

Mathematics Subject Classification ID

44A10: Laplace transform

91B05: Risk models (general)

91G05: Actuarial mathematics

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