an:01621409
Zbl 0988.91045
L??veill??, Ghislain; Garrido, Jos??
Moments of compound renewal sums with discounted claims
EN
Insur. Math. Econ. 28, No. 2, 217-231 (2001).
00074309
2001
j
91B30 60K20
classical risk process; renewal theory; inflation; interest rate; discounting
Exact expressions for the first two moments of compound renewal present value risk processes are obtained. Renewal theory arguments are used. Some examples, extensions and limiting results are given.
Alexandra Rodkina (Mona)