Some specific density functions of aggregated discounted claims with dependent risks

DOI10.1016/j.rinam.2021.100168zbMath1471.91491OpenAlexW3184891376MaRDI QIDQ1979985

Gemai Chen, Zhehao Zhang

Publication date: 3 September 2021

Published in: Results in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.rinam.2021.100168

zbMATH Keywords

mixingmixed Poisson processdependent risksdiscounted claimsspecial functions and transforms

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)

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