Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model
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DOI: 10.1007/s11009-018-9618-3
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Cited by:
- XIAO, Lin, 2022. "Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm," Applied Mathematics and Computation, Elsevier, vol. 424(C).
- Lesław Gajek & Marcin Rudź, 2020. "Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model," Methodology and Computing in Applied Probability, Springer, vol. 22(4), pages 1507-1528, December.
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Keywords
Discounted aggregate claims until ruin; Discrete Sparre Andersen renewal risk process; Discounted moment-based joint distribution; Higher moments; Covariance; Discrete Coxian (K n) distribution; Claim causing ruin;All these keywords.
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