Martingale Approach for Moments of Discounted Aggregate Claims-Reference-Cited by-同舟云学术

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Martingale Approach for Moments of Discounted Aggregate Claims

Published:2004-05-06 Issue:2 Volume:71 Page:201-211
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:Journal of Risk and Insurance

Author:

Jang Ji‐Wook

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.0022-4367.2004.00086.x

Reference15 articles.

1. Risk Theory

2. Dassios A. 1987 Insurance Storage and Point Process: An Approach via Piecewise Deterministic Markov Processes Ph.D. thesis Imperial College London .

3. Martingales and insurance risk

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