Joint moments of discounted compound renewal sums
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Publication:2866296
DOI10.1080/03461238.2010.503426zbMATH Open1277.91088OpenAlexW2114737766MaRDI QIDQ2866296FDOQ2866296
Authors: Ghislain Léveillé, Franck Adékambi 
Publication date: 13 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2010.503426
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Cites Work
- The total claims distribution under inflationary conditions
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Moments of compound renewal sums with discounted claims
- Moments of claims in a Markovian environment
- Joint moments of discounted compound renewal sums
- Classical risk theory in an economic environment
Cited In (17)
- Renewal sums under mixtures of exponentials
- The construction of a quadratic predictor of the discounted renewal claims with dependence
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- A note on discounted compound renewal sums under dependency
- 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
- Moments of discounted aggregate claims with dependence based on Spearman copula
- A compound renewal model for medical malpractice insurance
- 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
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