Joint moments of discounted compound renewal sums
From MaRDI portal
Publication:2866296
Recommendations
- Covariance of discounted compound renewal sums with a stochastic interest rate
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Bivariate compound renewal sums with discounted claims
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion
- Moment generating functions of compound renewal sums with discounted claims
Cites work
- Classical risk theory in an economic environment
- Joint moments of discounted compound renewal sums
- Moments of claims in a Markovian environment
- Moments of compound renewal sums with discounted claims
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- The total claims distribution under inflationary conditions
Cited in
(17)- Renewal sums under mixtures of exponentials
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- A note on discounted compound renewal sums under dependency
- The construction of a quadratic predictor of the discounted renewal claims with dependence
- Covariance of discounted compound renewal sums with a stochastic interest rate
- Conditional increments of aggregate discounted claims with a trend
- Joint moments of discounted compound renewal sums
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
- On the Laplace transform of the aggregate discounted claims with Markovian arrivals
- A compound renewal model for medical malpractice insurance
- Moments of discounted aggregate claims with dependence based on Spearman copula
- Analysis of IBNR claims in renewal insurance models
- Bivariate compound renewal sums with discounted claims
- A compound trend renewal model for medical/professional liabilities
- Moment generating functions of compound renewal sums with discounted claims
- Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
- On the analysis of time dependent claims in a class of birth process claim count models
This page was built for publication: Joint moments of discounted compound renewal sums
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2866296)