Analysis of the discounted sum of ascending ladder heights

DOI10.1016/j.insmatheco.2012.06.004zbMath1284.91220OpenAlexW1989084937MaRDI QIDQ2445351

David Landriault, Khouzeima Moutanabbir, Étienne Marceau, Hélène Cossette

Publication date: 14 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.06.004

zbMATH Keywords

ruin theoryaggregate loss processrisk theoryascending ladder heightsdiscounted sum of ascending ladder heightsmaximal aggregate loss process

Mathematics Subject Classification ID

Related Items (2)

Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation ⋮ Analysis of the discounted sum of ascending ladder heights

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