The construction of a quadratic predictor of the discounted renewal claims with dependence
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Publication:5858902
DOI10.3233/RDA-180052zbMath1458.91180MaRDI QIDQ5858902
Publication date: 15 April 2021
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-180052
moments; Archimedean copula; random interest rate; quadratic predictor; discounted compound renewal aggregate sums
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G05: Actuarial mathematics
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