Moment generating functions of compound renewal sums with discounted claims-Reference-Cited by-同舟云学术

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Moment generating functions of compound renewal sums with discounted claims

Published:2010-09 Issue:3 Volume:2010 Page:165-184
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Léveillé Ghislain,Garrido José,Fang Wang Ya

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03461230902745842

Reference30 articles.

1. Andersen E. 1957 On the collective theory of risk in case of contagion between claims Transactions of the 15th international congress of actuaries, New York, II 219 229

2. Computational methods in risk theory: A matrix-algorithmic approach

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