Effects of the Age Process on Aggregate Discounted Claims

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 e...

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Main Authors:	Ghislain Léveillé, Ilie-Radu Mitric, Victor Côté
Format:	Article
Language:	English
Published:	MDPI AG 2018-09-01
Series:	Risks
Subjects:	age process aggregate discounted claims increments Lundberg-type bounds moments net force of interest stochastic ordering risk measures
Online Access:	http://www.mdpi.com/2227-9091/6/4/106

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spelling	doaj-9fcdcf13984d4d0cbc9dc71db534b5482020-11-25T02:29:26ZengMDPI AGRisks2227-90912018-09-016410610.3390/risks6040106risks6040106Effects of the Age Process on Aggregate Discounted ClaimsGhislain Léveillé0Ilie-Radu Mitric1Victor Côté2École D’actuariat, Université Laval, Québec, QC G1V 0A6, CanadaÉcole D’actuariat, Université Laval, Québec, QC G1V 0A6, CanadaÉcole D’actuariat, Université Laval, Québec, QC G1V 0A6, CanadaIn 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.http://www.mdpi.com/2227-9091/6/4/106age processaggregate discounted claimsincrementsLundberg-type boundsmomentsnet force of intereststochastic orderingrisk measures
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Ghislain Léveillé Ilie-Radu Mitric Victor Côté
spellingShingle	Ghislain Léveillé Ilie-Radu Mitric Victor Côté Effects of the Age Process on Aggregate Discounted Claims Risks age process aggregate discounted claims increments Lundberg-type bounds moments net force of interest stochastic ordering risk measures
author_facet	Ghislain Léveillé Ilie-Radu Mitric Victor Côté
author_sort	Ghislain Léveillé
title	Effects of the Age Process on Aggregate Discounted Claims
title_short	Effects of the Age Process on Aggregate Discounted Claims
title_full	Effects of the Age Process on Aggregate Discounted Claims
title_fullStr	Effects of the Age Process on Aggregate Discounted Claims
title_full_unstemmed	Effects of the Age Process on Aggregate Discounted Claims
title_sort	effects of the age process on aggregate discounted claims
publisher	MDPI AG
series	Risks
issn	2227-9091
publishDate	2018-09-01
description	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.
topic	age process aggregate discounted claims increments Lundberg-type bounds moments net force of interest stochastic ordering risk measures
url	http://www.mdpi.com/2227-9091/6/4/106
work_keys_str_mv	AT ghislainleveille effectsoftheageprocessonaggregatediscountedclaims AT ilieradumitric effectsoftheageprocessonaggregatediscountedclaims AT victorcote effectsoftheageprocessonaggregatediscountedclaims
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Effects of the Age Process on Aggregate Discounted Claims

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