“On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008

DOI10.1080/10920277.2008.10597536zbMath1481.91177OpenAlexW2061716198MaRDI QIDQ5022558

Shuanming Li

Publication date: 19 January 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597536

Mathematics Subject Classification ID

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

Related Items (2)

Discussion on “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” by Jiandong Ren, Volume 12(2) ⋮ The order-statistic claim process with dependent claim frequencies and severities

Cites Work

• On the discounted penalty function in a Markov-dependent risk model
• Moments of claims in a Markovian environment
• “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007

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