On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals

DOI10.1080/10920277.2008.10597510zbMath1481.91183OpenAlexW2165146847MaRDI QIDQ5022535

Jiandong Ren

Publication date: 19 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597510

Mathematics Subject Classification ID

Laplace transform (44A10) Actuarial mathematics (91G05)

Related Items

A note on some joint distribution functions involving the time of ruin, Moments of discounted aggregate claims with dependence based on Spearman copula, Analysis of IBNR claims in renewal insurance models, Some ruin problems for the MAP risk model, Transform approach for discounted aggregate claims in a risk model with descendant claims, A note on discounted compound renewal sums under dependency, Discussion on “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” by Jiandong Ren, Volume 12(2), Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application, Analysis of the discounted sum of ascending ladder heights, The order-statistic claim process with dependent claim frequencies and severities

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