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Article: A note on discounted compound renewal sums under dependency

TitleA note on discounted compound renewal sums under dependency
Authors
Woo, JKCheung, ECK
KeywordsCompound renewal sums
Copula
Delayed renewal process
Dependency
Discounted aggregate claims
Higher moments
Renewal function
Sparre Andersen risk process
Issue Date2013
PublisherElsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime
Citation
Insurance: Mathematics and Economics, 2013, v. 52, p. 170-179 How to Cite?
DOI: http://dx.doi.org/10.1016/j.insmatheco.2012.11.005
Persistent Identifierhttp://hdl.handle.net/10722/184727
ISI Accession Number ID
WOS:000317702400005

 

DC FieldValueLanguage
dc.contributor.authorWoo, JKen_US
dc.contributor.authorCheung, ECKen_US
dc.date.accessioned2013-07-15T10:06:28Z-
dc.date.available2013-07-15T10:06:28Z-
dc.date.issued2013en_US
dc.identifier.citationInsurance: Mathematics and Economics, 2013, v. 52, p. 170-179en_US
dc.identifier.urihttp://hdl.handle.net/10722/184727-
dc.languageengen_US
dc.publisherElsevier. The Journal's web site is located at http://www.elsevier.com/locate/imeen_US
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.subjectCompound renewal sums-
dc.subjectCopula-
dc.subjectDelayed renewal process-
dc.subjectDependency-
dc.subjectDiscounted aggregate claims-
dc.subjectHigher moments-
dc.subjectRenewal function-
dc.subjectSparre Andersen risk process-
dc.titleA note on discounted compound renewal sums under dependencyen_US
dc.typeArticleen_US
dc.identifier.emailWoo, JK: jkwoo@hku.hken_US
dc.identifier.emailCheung, ECK: eckc@hku.hken_US
dc.identifier.authorityWoo, JK=rp01623en_US
dc.identifier.authorityCheung, ECK=rp01423en_US
dc.identifier.doi10.1016/j.insmatheco.2012.11.005-
dc.identifier.scopuseid_2-s2.0-84871968453-
dc.identifier.hkuros216600en_US
dc.identifier.volume52en_US
dc.identifier.spage170en_US
dc.identifier.epage179en_US
dc.identifier.isiWOS:000317702400005-

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