Effects of the age process on aggregate discounted claims

Ghislain Léveillé, Ilie-Radu Mitric and Victor Côté

In this document, we examine the effects of the age process on aggregate discounted claims by studying the conditional raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal sums with discounted claims, taking into account the past experience of an insurance portfolio.

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Year of publication:	December 2018
Authors:	Léveillé, Ghislain ; Mitric, Ilie-Radu ; Côté, Victor
Subject:	age process \| aggregate discounted claims \| increments \| Lundberg-type bounds \| moments \| net force of interest \| stochastic ordering \| risk measures \| Theorie \| Theory \| Diskontierung \| Discounting \| Stochastischer Prozess \| Stochastic process

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3390/risks6040106 [DOI] hdl:10419/195881 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011906226