On a renewal process average

Udo Kamps

Stochastic Processes and their Applications, 1996, vol. 62, issue 2, 347-349

Abstract: A simple representation of the expectation of a renewal process mean with random time is obtained which leads to a renewal theoretic interpretation of certain premium calculation principles.

Keywords: Renewal; process; Random; time; Premium; calculation; principle (search for similar items in EconPapers)
Date: 1996
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