On a renewal process average

DOI10.1016/0304-4149(96)00074-9zbMath0863.60083OpenAlexW2019639522MaRDI QIDQ678384

Udo Kamps

Publication date: 17 April 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(96)00074-9

zbMATH Keywords

renewal processrandom timepremium calculation principle

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical economics (91B99) Renewal theory (60K05)

Related Items (1)

On a class of premium principles including the Esscher principle

Cites Work

• An extension and implications of the inspection paradox
• A curious renewal process average
• Decision theoretic foundations of credibility theory
• The inspection paradox with random time

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