Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020

DOI10.1080/10920277.2021.1914666zbMath1483.91206OpenAlexW3166967253MaRDI QIDQ5027913

Jiandong Ren

Publication date: 7 February 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2021.1914666

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Actuarial mathematics (91G05)

Related Items

Tail Moments of Compound Distributions

Cites Work

• Recursions for Convolutions and Compound Distributions with Insurance Applications
• Loss Models
• Size-Biased Risk Measures of Compound Sums