Discounted aggregate claim costs until ruin in the discrete-time renewal risk model
type: Item
instance of: scholarly article
title: Discounted aggregate claim costs until ruin in the discrete-time renewal risk model
zbMATH Open document ID: 1411.91324
author: Jae-Kyung Woo
author: Haibo Liu
published in: Methodology and Computing in Applied Probability
publication date: 2019-04-26T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 7048039
zbMATH Keywords: discounted aggregate claims until ruin
zbMATH Keywords: discrete sparre Andersen renewal risk process
zbMATH Keywords: discounted moment-based joint distribution
zbMATH Keywords: higher moments
zbMATH Keywords: covariance
zbMATH Keywords: discrete Coxian \((K_n)\) distribution
zbMATH Keywords: claim causing ruin
MaRDI profile type: Publication
full work available at URL: s11009-018-9618-3
OpenAlex ID: W2791773860
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DOI: 10.1007/S11009-018-9618-3
description: scientific article; zbMATH DE number 7048039