by
t-1 /
1 tv(t) - ~ qo,(i)v(t - i) . Soy(t) = @ ,=l
(x e N,,,+) (2)
(t ~ N,)
ASTIN BULLETIN, Vol. 29, No. 2, 1999 … model with arbitrary
positive claims. ASTIN Bulletin 19, 9-24.
DHAENE, J. & DE PRIL, N. (1994). On a class of …-23.
DICKSON, D.C.M. & WATERS, H.R. (1999). Multi-period aggregate loss distributions for a life
portfolio. ASTIN Bulletin 29 …