A note on the recursive joint moments of discounted compound dependent renewal sums
Author:
Affiliation:
1. School of Economics, University of Johannesburg, , South Africa E-mail: fadekambi@uj.ac.za
2. School of Economics, University of Johannesburg, , South Africa E-mail: 201900490@student.uj.ac.za
Abstract
Publisher
IOS Press
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Finance,Statistics and Probability
Reference20 articles.
1. Integral and differential equations for the moments of multistate models in health insurance;Adékambi;Scandinavian Actuarial Journal,2017
2. Asymptotic tail probability of the discounted aggregate claims under homogeneous, non-homogeneous and mixed poisson risk model;Adékambi;Risks,2021
3. On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes;Cheung;Scandinavian Actuarial Journal,2016
4. Classical risk theory in an economic environment;Delbaen;Insurance: Mathematics and Economics,1987
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