Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims-Reference-Cited by-同舟云学术

Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims

Published:2014-05-27 Issue:2 Volume:2 Page:195-210
ISSN:2227-9091
Container-title:Risks
language:en
Short-container-title:Risks

Author:

Mohd Ramli Siti,Jang Jiwook

Publisher

MDPI AG

Subject

Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting

Link

http://www.mdpi.com/2227-9091/2/2/195/pdf

Reference28 articles.

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4. Exponential Behavior in the Presence of Dependence in Risk Theory

5. Extremes on the discounted aggregate claims in a time dependent risk model

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4. Transform approach for discounted aggregate claims in a risk model with descendant claims;Annals of Operations Research;2019-09-25

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