Pages that link to "Item:Q5938019"

The following pages link to Moments of compound renewal sums with discounted claims (Q5938019):

Displaying 35 items.

• A compound renewal model for medical malpractice insurance (Q487580) (← links)
• Discrete Schur-constant models (Q495392) (← links)
• Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
• Moments of claims in a Markovian environment (Q882474) (← links)
• Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
• Decomposition of a Schur-constant model and its applications (Q1023101) (← links)
• The distribution of discounted compound PH-renewal processes (Q1703019) (← links)
• Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
• Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
• A theoretical note on the distribution of a filtered compound doubly stochastic Poisson process (Q1776707) (← links)
• Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
• Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
• Analysis of IBNR liabilities with interevent times depending on claim counts (Q2152242) (← links)
• Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
• On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues (Q2315072) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
• Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
• A multivariate aggregate loss model (Q2445352) (← links)
• Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
• On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
• Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282) (← links)
• Joint moments of discounted compound renewal sums (Q2866296) (← links)
• Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
• Analysis of IBNR claims in renewal insurance models (Q4577198) (← links)
• NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS (Q4629476) (← links)
• On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals (Q5022535) (← links)
• On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
• Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
• RENEWAL THEORY WITH EXPONENTIAL AND HYPERBOLIC DISCOUNTING (Q5450690) (← links)
• The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)
• Moment generating functions of compound renewal sums with discounted claims (Q5894381) (← links)
• Moment generating functions of compound renewal sums with discounted claims (Q5894382) (← links)
• A versatile stochastic dissemination model (Q6176174) (← links)