Bivariate compound renewal sums with discounted claims
type: Item
instance of: scholarly article
title: Bivariate compound renewal sums with discounted claims
zbMATH Open document ID: 1258.91106
author: Ghislain Léveillé
published in: European Actuarial Journal
publication date: 2013-02-05T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 6134559
zbMATH Keywords: asymptotic and finite time moments
zbMATH Keywords: bivariate counting process
zbMATH Keywords: discounted aggregate claims
zbMATH Keywords: stochastic interest rate
zbMATH Keywords: joint moments
zbMATH Keywords: renewal process
MaRDI profile type: Publication
full work available at URL: s13385-012-0054-4
OpenAlex ID: W1967667988
cites work: Classical risk theory in an economic environment
cites work: Renewal theory in two dimensions: Basic results
cites work: Covariance of discounted compound renewal sums with a stochastic interest rate
cites work: Joint moments of discounted compound renewal sums
cites work: Recursive Moments of Compound Renewal Sums with Discounted Claims
cites work: Moment generating functions of compound renewal sums with discounted claims
cites work: The total claims distribution under inflationary conditions
DOI: 10.1007/S13385-012-0054-4
description: scientific article; zbMATH DE number 6134559