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Martingale Approach for Moments of Discounted Aggregate Claims

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2005Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts

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2009Moment generating functions of compound renewal sums with discounted claims44 cited

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2011On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula42 cited