Neumann series on the recursive moments of copula-dependent aggregate discounted claims
Year of publication: |
2014
|
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Authors: | Ramli, Siti Norafidah Mohd ; Jang, Jiwook |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 2.2014, 2, p. 195-210
|
Subject: | aggregate discounted claims | moments | copulas | Volterra integral equation | Neumann series | insurance premium | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Diskontierung | Discounting | Multivariate Verteilung | Multivariate distribution | Aggregation | Versicherungsbeitrag | Insurance premium | Risikoprämie | Risk premium |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.3390/risks2020195 [DOI] hdl:10419/103600 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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