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Risks 2018, 6(4), 106; https://doi.org/10.3390/risks6040106

Effects of the Age Process on Aggregate Discounted Claims

École D’actuariat, Université Laval, Québec, QC G1V 0A6, Canada
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Received: 31 August 2018 / Revised: 18 September 2018 / Accepted: 21 September 2018 / Published: 24 September 2018
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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. View Full-Text
Keywords: age process; aggregate discounted claims; increments; Lundberg-type bounds; moments; net force of interest; stochastic ordering; risk measures age process; aggregate discounted claims; increments; Lundberg-type bounds; moments; net force of interest; stochastic ordering; risk measures
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).
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MDPI and ACS Style

Léveillé, G.; Mitric, I.-R.; Côté, V. Effects of the Age Process on Aggregate Discounted Claims. Risks 2018, 6, 106.

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