Moments of compound renewal sums with discounted claims
type: Item
instance of: scholarly article
title: Moments of compound renewal sums with discounted claims
zbMATH Open document ID: 0988.91045
DOI: 10.1016/S0167-6687(00)00078-0
published in: Insurance Mathematics \& Economics
publication date: 2002-07-16T00:00:00Z
review text: Exact expressions for the first two moments of compound renewal present value risk processes are obtained. Renewal theory arguments are used. Some examples, extensions and limiting results are given.
reviewed by: Alexandra Rodkina
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K20
zbMATH DE Number: 1621409
zbMATH Keywords: classical risk process
zbMATH Keywords: renewal theory
zbMATH Keywords: inflation
zbMATH Keywords: interest rate
zbMATH Keywords: discounting
MaRDI profile type: Publication
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full work available at URL: s0167-6687(00)00078-0
OpenAlex ID: W2060218460
Wikidata QID: Q127663578
author: Ghislain Léveillé
author: José M. Garrido
description: scientific article; zbMATH DE number 1621409