Some specific density functions of aggregated discounted claims with dependent risks
This paper obtains some specific density functions for aggregated discounted claims where the claim amounts are dependent, or the inter-claim times are dependent, or the claim amounts and the claim arrival process are both dependent. The dependence is structured through mixing, and the claim arrival...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-08-01
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| Series: | Results in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037421000261 |