Pages that link to "Item:Q5938019"
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The following pages link to Moments of compound renewal sums with discounted claims (Q5938019):
Displayed 15 items.
- Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
- Moments of claims in a Markovian environment (Q882474) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- Decomposition of a Schur-constant model and its applications (Q1023101) (← links)
- A theoretical note on the distribution of a filtered compound doubly stochastic Poisson process (Q1776707) (← links)
- Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
- Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
- Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282) (← links)
- Joint moments of discounted compound renewal sums (Q2866296) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
- RENEWAL THEORY WITH EXPONENTIAL AND HYPERBOLIC DISCOUNTING (Q5450690) (← links)
- Moment generating functions of compound renewal sums with discounted claims (Q5894381) (← links)
- Moment generating functions of compound renewal sums with discounted claims (Q5894382) (← links)