On the moments and the distribution of aggregate discounted claims in a Markovian environment
Year of publication: |
2018
|
---|---|
Authors: | Li, Shuanming ; Lu, Yi |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 6.2018, 2, p. 1-16
|
Publisher: |
Basel : MDPI |
Subject: | aggregate discounted claims | Markovian arrival process | partial integro-differential equation | covariance |
-
On the moments and the distribution of aggregate discounted claims in a Markovian environment
Li, Shuanming, (2018)
-
Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims
Ramli, Siti Norafidah Mohd, (2014)
-
Effects of the age process on aggregate discounted claims
Léveillé, Ghislain, (2018)
- More ...
-
On the generalized Gerber–Shiu function for surplus processes with interest
Li, Shuanming, (2013)
-
The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi, (2009)
-
On the probability of ruin in a Markov-modulated risk model
Lu, Yi, (2005)
- More ...