Martingale approach for moments of discounted aggregate claims
Year of publication: |
2004
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Authors: | Jang, Ji-wook |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 71.2004, 2, p. 201-211
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Subject: | Markov-Kette | Markov chain | Versicherungsbeitrag | Insurance premium | Versicherungsmathematik | Actuarial mathematics | Martingal | Martingale | Statistische Verteilung | Statistical distribution |
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