Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Eric C. K. Cheung
| Year of publication: |
2013
|
|---|---|
| Authors: | Cheung, Eric C. K. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 2, p. 343-354
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| Subject: | Discounted aggregate claims until ruin | Number of claims until ruin | Higher moments | Sparre Andersen risk model | General interclaim times | Defective renewal equation | Discounted densities | Theorie | Theory | Risikomodell | Risk model | Risiko | Risk | Diskontierung | Discounting | Risikoaversion | Risk aversion | Finanzmathematik | Mathematical finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010195920