Joint moments of discounted compound renewal sums
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Publication:2866296
DOI10.1080/03461238.2010.503426zbMath1277.91088MaRDI QIDQ2866296
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
- Moments of claims in a Markovian environment
- Classical risk theory in an economic environment
- Recursive Moments of Compound Renewal Sums with Discounted Claims
- Joint moments of discounted compound renewal sums
- The total claims distribution under inflationary conditions
- Moments of compound renewal sums with discounted claims