Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Year of publication: |
2013
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Authors: | Cheung, Eric C. K. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 2, p. 343-354
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Subject: | Discounted aggregate claims until ruin | Number of claims until ruin | Higher moments | Sparre Andersen risk model | General interclaim times | Defective renewal equation | Discounted densities | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Risikomodell | Risk model | Risiko | Risk |
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