Ramli, Siti Norafidah Mohd; Jang, Jiwook - In: Risks 2 (2014) 2, pp. 195-210
We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and … equation (VIE), we used the method of successive approximation to derive the Neumann series of the recursive moments. We then … compute the first two moments of aggregate discounted claims, i.e., its mean and variance, based on the Neumann series …
