On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
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Publication:4576958
DOI10.1080/03461238.2014.900519zbMath1401.91109OpenAlexW2130316406MaRDI QIDQ4576958
Jae-Kyung Woo, Eric C. K. Cheung
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/200914
covariancehigher momentsCoxian distributiondiscounted aggregate claims until ruindiscounted densitiesdependent Sparre Andersen risk model
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