On the moments and the distribution of aggregate discounted claims in a Markovian environment
Year of publication: |
June 2018
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Authors: | Li, Shuanming ; Lu, Yi |
Subject: | aggregate discounted claims | Markovian arrival process | partial integro-differential equation | covariance | Markov-Kette | Markov chain | Theorie | Theory | Diskontierung | Discounting |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020059 [DOI] hdl:10419/195851 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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