Conditional increments of aggregate discounted claims with a trend

DOI10.1080/03461238.2022.2108334zbMATH Open1520.91337OpenAlexW4294142687MaRDI QIDQ6156009FDOQ6156009

Authors: Ghislain Léveillé, Ilie-Radu Mitric 

Publication date: 9 June 2023

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2022.2108334

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zbMATH Keywords

momentsage processincreasing failure rateTVaRconditional incrementstrend renewal processnet force of interest

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• Stochastic orders
• Title not available (Why is that?)
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• A short proof of the Doob-Meyer theorem
• Recursive Moments of Compound Renewal Sums with Discounted Claims
• Moment generating functions of compound renewal sums with discounted claims
• A compound trend renewal model for medical/professional liabilities
• Compound trend renewal process with discounted claims: a unified approach
• The distribution of discounted compound PH-renewal processes

Cited In (1)

• Compound trend renewal process with discounted claims: a unified approach

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