Moments of compound renewal sums with discounted claims

Insurance: Mathematics and Economics

Volumn 28, Issue 2, 2001, Pages 217-231

  Léveillé, Ghislain ^a   Garrido, José ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b Gina Cody School of Engineering and Computer Science   (Canada)

Author keywords

Classical risk process; Discounting; Inflation; Interest rate; Present value risk process; Renewal theory

Indexed keywords

EID: 18044401089     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00078-0     Document Type: Article

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