Effects of the Age Process on Aggregate Discounted Claims

Effects of the Age Process on Aggregate Discounted Claims

In this document, we examine the effects of the age process on aggregate discounted claims by studying the conditional raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal sums with discounted claims, taking into account the past e...

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Bibliographic Details
Main Authors: Ghislain Léveillé, Ilie-Radu Mitric, Victor Côté
Format: Article
Language:English
Published: MDPI AG 2018-09-01
Series:Risks
Subjects:
age process
aggregate discounted claims
increments
Lundberg-type bounds
moments
net force of interest
stochastic ordering
risk measures
Online Access:http://www.mdpi.com/2227-9091/6/4/106

Internet

http://www.mdpi.com/2227-9091/6/4/106

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