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XIONG Shuang-ping. Moments of Compound Renewal Sums with Discounted(English)[J]. Journal of East China Normal University (Natural Sciences), 2005, (1): 40-45.
Citation:
XIONG Shuang-ping. Moments of Compound Renewal Sums with Discounted(English)[J]. Journal of East China Normal University (Natural Sciences), 2005, (1): 40-45.
XIONG Shuang-ping. Moments of Compound Renewal Sums with Discounted(English)[J]. Journal of East China Normal University (Natural Sciences), 2005, (1): 40-45.
Citation:
XIONG Shuang-ping. Moments of Compound Renewal Sums with Discounted(English)[J]. Journal of East China Normal University (Natural Sciences), 2005, (1): 40-45.
Under the condition that the net force of interest is a Wiener processes with a drift, we derive the first two moments of a compound renewal present value risk Process(CRPVR) using renewal theory. An example is also given to explain the results.