Moments of the Discounted Aggregate Claims with Delay Inter-Occurrence Distribution and Dependence Introduced by a FGM Copula-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Moments of the Discounted Aggregate Claims with Delay Inter-Occurrence Distribution and Dependence Introduced by a FGM Copula

Published:2020-04-15 Issue: Volume: Page:
ISSN:
Container-title:Probability, Combinatorics and Control
language:
Short-container-title:

Author:

Adékambi Franck

Publisher

IntechOpen

Link

http://www.intechopen.com/download/pdf/68747

Reference16 articles.

1. Dickson DCM, Hipp C. Ruin probabilities for Erlang(2) risk process. Insurance: Mathematics & Economics. 1998;22:251-262

2. Dickson DCM, Hipp C. On the time to ruin for Erlang(2) risk process. Insurance: Mathematics & Economics. 2001;29:333-344

3. Li S, Garrido J. On ruin for the Erlang(n) risk process. Insurance: Mathematics & Economics. 2004;34:391-408

4. Gerber H, Shiu E. The time value of ruin in a sparre Andersen model. North American Actuarial Journal. 2005;9:49-69

5. Li S, Garrido J. On a general class of renewal risk process: Analysis of the Gerber-Shiu function. Advances in Applied Probability. 2005;37:836-856

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP