Moments of discounted aggregate claims with dependence based on Spearman copula-Reference-Cited by-同舟云学术

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Moments of discounted aggregate claims with dependence based on Spearman copula

Published:2020-10 Issue: Volume:377 Page:112889
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Sun Weiwei,Hu Xiang,Zhang Lianzeng

Funder

National Natural Science Foundation of China

Program for Innovation Research Team in Universities of Tianjin

Fundamental Research Funds for the Central Universities

Zhongnan University of Economics and Law

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference30 articles.

1. Probability of ruin under inflationary conditions or under experience rating;Taylor;Astin Bull.,1979

2. Classical risk theory in an economic environment;Delbaen;Insurance Math. Econom.,1987

3. The total claims distribution under inflationary conditions;Willmot;Scand. Actuar. J.,1989

4. Moments of compound renewal sums with discounted claims;Léveillé;Insurance Math. Econom.,2001

5. Recursive moments of compound renewal sums with discounted claims;Léveillé;Scand. Actuar. J.,2001

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A note on the recursive joint moments of discounted compound dependent renewal sums;Risk and Decision Analysis;2023-12-14

2. Optimal reinsurance and investment with a common shock and a random exit time;RAIRO - Operations Research;2023-03

3. Monte Carlo Simulation of the Moments of a Copula-Dependent Risk Process with Weibull Interwaiting Time;Risks;2021-06-03

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