Moment generating functions of compound renewal sums with discounted claims (Q5894382)
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scientific article; zbMATH DE number 5981251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment generating functions of compound renewal sums with discounted claims |
scientific article; zbMATH DE number 5981251 |
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Moment generating functions of compound renewal sums with discounted claims (English)
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26 November 2011
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asymptotic and finite time distributions
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compound Poisson process
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discounted aggregate claims
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moment generating function
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net interest rate
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phase-type distributions
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renewal theory
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