Browsing by Subject "Compound renewal process"

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Recursive moments of the aggregate discounted claims with Erlang inter-occurrence distribution and dependence introduced by a FGM Copula

Adekambi, Franck (Strathmore University, 2019-08)

In this paper, we investigate the computation of the moments of the discounted compound renewal aggregate sums when introducing dependence between the inter-occurrence time and the subsequent claim size. We first assume ...