| The First Two Moments of Aggregate Claims in a Markovian Environment |
| Received:March 19, 2009 Revised:September 18, 2009 |
| Key Words:
discrete-time insurance risk model discounted aggregate claims circumstance process moment.
|
| Fund Project:Supported by the Funds for Frontier Interdisciplines of DUT in 2010 (Grant No.DUT10JS06). |
| Author Name | Affiliation | | Yu Jie HUANG | School of Mathematical Science, Dalian University of Technology, Liaoning 116024, P. R. China
Department of Mathematics, Anshan Normal University, Liaoning 114005, P. R. China | | Jing Hai FENG | School of Mathematical Science, Dalian University of Technology, Liaoning 116024, P. R. China
| | Li Xin SONG | School of Mathematical Science, Dalian University of Technology, Liaoning 116024, P. R. China
|
|
| Hits: 3132 |
| Download times: 2194 |
| Abstract: |
| |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2010.06.003 |
| View Full Text View/Add Comment |
|
|
|
