Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
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Publication:2513591
DOI10.1016/j.insmatheco.2013.06.003zbMath1304.91095OpenAlexW2037694550MaRDI QIDQ2513591
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.06.003
number of claims until ruindefective renewal equationSparre Andersen risk modelhigher momentsdiscounted aggregate claims until ruindiscounted densitiesgeneral interclaim times
Related Items (8)
On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion ⋮ A note on ruin problems in perturbed classical risk models ⋮ On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes ⋮ On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion ⋮ Discounted aggregate claim costs until ruin in the discrete-time renewal risk model ⋮ Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
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