Abstract
Under regularity conditions, Le´veille´& Garrido [6] gives a derivation of the first two moments (resp. asymptotic) of a Compound Renewal Present Value Risk (CRPVR) process using renewal theory arguments. In this paper, with the same procedure and assuming that all the moments of the claim severity and the claims number process exist, we get recursive formulas for all the moments (resp. asymptotic) of the CRPVR process.
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