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On a renewal process average

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  • Kamps, Udo

Abstract

A simple representation of the expectation of a renewal process mean with random time is obtained which leads to a renewal theoretic interpretation of certain premium calculation principles.

Suggested Citation

  • Kamps, Udo, 1996. "On a renewal process average," Stochastic Processes and their Applications, Elsevier, vol. 62(2), pages 347-349, July.
    • Handle: RePEc:eee:spapps:v:62:y:1996:i:2:p:347-349
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    References listed on IDEAS

    as
    1. Jewell, William S., 1981. "A curious renewal process average," Stochastic Processes and their Applications, Elsevier, vol. 11(3), pages 293-295, August.
    2. Kremers, Walter, 1988. "An extension and implications of the inspection paradox," Statistics & Probability Letters, Elsevier, vol. 6(4), pages 269-273, March.
    3. Heilmann, Wolf-Rudiger, 1989. "Decision theoretic foundations of credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 77-95, March.
    Full references (including those not matched with items on IDEAS)

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