Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/195881 
Year of Publication: 
2018
Citation: 
[Journal:] Risks [ISSN:] 2227-9091 [Volume:] 6 [Issue:] 4 [Publisher:] MDPI [Place:] Basel [Year:] 2018 [Pages:] 1-17
Publisher: 
MDPI, Basel
Abstract: 
In this document, we examine the effects of the age process on aggregate discounted claims by studying the conditional raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal sums with discounted claims, taking into account the past experience of an insurance portfolio.
Subjects: 
age process
aggregate discounted claims
increments
Lundberg-type bounds
moments
net force of interest
stochastic ordering
risk measures
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
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