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- Publisher Website: 10.1016/j.insmatheco.2013.06.003
- Scopus: eid_2-s2.0-84880748185
- WOS: WOS:000325197000004
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Article: Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
| Title | Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times |
|---|---|
| Authors | |
| Keywords | Defective renewal equation Discounted aggregate claims until ruin Discounted densities General interclaim times Higher moments Number of claims until ruin Sparre Andersen risk model |
| Issue Date | 20-Aug-2013 |
| Publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime |
| Citation | Insurance: Mathematics and Economics, How to Cite? |
| Persistent Identifier | http://hdl.handle.net/10722/186274 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Cheung, ECK | en_US |
| dc.date.accessioned | 2013-08-20T12:02:42Z | - |
| dc.date.available | 2013-08-20T12:02:42Z | - |
| dc.date.issued | 2013-08-20 | - |
| dc.identifier.citation | Insurance: Mathematics and Economics, | en_US |
| dc.identifier.uri | http://hdl.handle.net/10722/186274 | - |
| dc.language | eng | en_US |
| dc.publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime | en_US |
| dc.relation.ispartof | Insurance: Mathematics and Economics | en_US |
| dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication in <Journal title>. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in PUBLICATION, [VOL#, ISSUE#, (DATE)] DOI# | en_US |
| dc.subject | Defective renewal equation | - |
| dc.subject | Discounted aggregate claims until ruin | - |
| dc.subject | Discounted densities | - |
| dc.subject | General interclaim times | - |
| dc.subject | Higher moments | - |
| dc.subject | Number of claims until ruin | - |
| dc.subject | Sparre Andersen risk model | - |
| dc.title | Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Cheung, ECK: eckc@hku.hk | en_US |
| dc.identifier.authority | Cheung, ECK=rp01423 | en_US |
| dc.identifier.doi | 10.1016/j.insmatheco.2013.06.003 | - |
| dc.identifier.scopus | eid_2-s2.0-84880748185 | - |
| dc.identifier.hkuros | 216831 | en_US |
| dc.identifier.isi | WOS:000325197000004 | - |