{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,13]],"date-time":"2025-09-13T15:53:33Z","timestamp":1757778813574,"version":"3.37.3"},"reference-count":28,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2019,9,25]],"date-time":"2019-09-25T00:00:00Z","timestamp":1569369600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2019,9,25]],"date-time":"2019-09-25T00:00:00Z","timestamp":1569369600000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100003725","name":"National Research Foundation of Korea","doi-asserted-by":"crossref","award":["NRF-2017R1A2B4012676","2017R1D1A1B03029542"],"award-info":[{"award-number":["NRF-2017R1A2B4012676","2017R1D1A1B03029542"]}],"id":[{"id":"10.13039\/501100003725","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2020,10]]},"DOI":"10.1007\/s10479-019-03392-y","type":"journal-article","created":{"date-parts":[[2019,9,25]],"date-time":"2019-09-25T09:09:16Z","timestamp":1569402556000},"page":"175-192","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Transform approach for discounted aggregate claims in a risk model with descendant claims"],"prefix":"10.1007","volume":"293","author":[{"given":"Hyunjoo","family":"Yoo","sequence":"first","affiliation":[]},{"given":"Bara","family":"Kim","sequence":"additional","affiliation":[]},{"given":"Jeongsim","family":"Kim","sequence":"additional","affiliation":[]},{"given":"Jiwook","family":"Jang","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2019,9,25]]},"reference":[{"key":"3392_CR1","doi-asserted-by":"publisher","first-page":"86","DOI":"10.1080\/03461230600630395","volume":"2","author":"H Albrecher","year":"2006","unstructured":"Albrecher, H., & Asmussen, S. (2006). Ruin probabilities and aggregate claims distributions for shot noise Cox processes. Scandinavian Actuarial Journal, 2, 86\u2013110.","journal-title":"Scandinavian Actuarial Journal"},{"key":"3392_CR2","doi-asserted-by":"publisher","first-page":"203","DOI":"10.1111\/1467-9965.00068","volume":"9","author":"P Artzner","year":"1999","unstructured":"Artzner, P., Delbaen, F., Eber, J., & Heath, D. (1999). Coherent measures of risk. Mathematical Finance, 9, 203\u2013228.","journal-title":"Mathematical Finance"},{"key":"3392_CR3","doi-asserted-by":"publisher","first-page":"93","DOI":"10.1080\/03461230802700897","volume":"2","author":"AV Asimit","year":"2010","unstructured":"Asimit, A. V., & Badescu, A. L. (2010). Extremes on the discounted aggregate claims in a time dependent risk model. Scandinavian Actuarial Journal, 2, 93\u2013104.","journal-title":"Scandinavian Actuarial Journal"},{"key":"3392_CR4","doi-asserted-by":"publisher","DOI":"10.1142\/2779","volume-title":"Ruin probabilities","author":"S Asmussen","year":"2000","unstructured":"Asmussen, S. (2000). Ruin probabilities. Singapore: World Scientific Publishing Co."},{"key":"3392_CR5","doi-asserted-by":"publisher","first-page":"541","DOI":"10.1017\/apr.2019.15","volume":"51","author":"B Basrak","year":"2019","unstructured":"Basrak, B., Wintenberger, O., & Zugec, P. (2019). On the total claim amount for marked Poisson cluster models. Advances in Applied Probability, 51, 541\u2013569.","journal-title":"Advances in Applied Probability"},{"key":"3392_CR6","doi-asserted-by":"publisher","first-page":"441","DOI":"10.1239\/jap\/1276784902","volume":"47","author":"L Breuer","year":"2010","unstructured":"Breuer, L. (2010). A quintuple law for Markov additive processes with phase-type jumps. Journal of Applied Probability, 47, 441\u2013458.","journal-title":"Journal of Applied Probability"},{"key":"3392_CR7","first-page":"1615","volume-title":"Encyclopedia of actuarial science","author":"J Cai","year":"2004","unstructured":"Cai, J. (2004). Stop-loss premium. In J. L. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (Vol. 3, pp. 1615\u20131619). Chichester: Wiley."},{"key":"3392_CR8","doi-asserted-by":"publisher","first-page":"93","DOI":"10.1017\/S0515036100014756","volume":"37","author":"J Cai","year":"2007","unstructured":"Cai, J., & Tan, K. S. (2007). Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Astin Bulletin, 37, 93\u2013112.","journal-title":"Astin Bulletin"},{"key":"3392_CR9","first-page":"98","volume":"53","author":"ECK Cheung","year":"2013","unstructured":"Cheung, E. C. K., & Feng, R. (2013). A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Insurance: Mathematics and Economics, 53, 98\u2013109.","journal-title":"Insurance: Mathematics and Economics"},{"key":"3392_CR10","doi-asserted-by":"publisher","first-page":"153","DOI":"10.2143\/AST.25.2.563245","volume":"25","author":"DCM Dickson","year":"1995","unstructured":"Dickson, D. C. M., Egidio Dos Reis, A. D., & Waters, H. R. (1995). Some stable algorithms in ruin theory and their applications. Astin Bulletin, 25, 153\u2013175.","journal-title":"Astin Bulletin"},{"key":"3392_CR11","doi-asserted-by":"publisher","first-page":"201","DOI":"10.1111\/j.0022-4367.2004.00086.x","volume":"71","author":"J Jang","year":"2004","unstructured":"Jang, J. (2004). Martingale approach for moments of discounted aggregate claims. Journal of Risk and Insurance, 71, 201\u2013211.","journal-title":"Journal of Risk and Insurance"},{"key":"3392_CR12","doi-asserted-by":"publisher","first-page":"45","DOI":"10.21314\/JOP.2008.045","volume":"3","author":"J Jang","year":"2008","unstructured":"Jang, J., & Fu, G. (2008). Transform approach for operational risk modelling: VaR and TCE. Journal of Operational Risk, 3, 45\u201361.","journal-title":"Journal of Operational Risk"},{"key":"3392_CR13","volume-title":"Value at risk: The new benchmark for managing financial risk","author":"P Jorion","year":"2006","unstructured":"Jorion, P. (2006). Value at risk: The new benchmark for managing financial risk (3rd ed.). New York: McGraw-Hill.","edition":"3"},{"key":"3392_CR14","first-page":"485","volume":"40","author":"B Kim","year":"2007","unstructured":"Kim, B., & Kim, H.-S. (2007). Moments of claims in a Markovian environment. Insurance: Mathematics and Economics, 40, 485\u2013497.","journal-title":"Insurance: Mathematics and Economics"},{"key":"3392_CR15","volume-title":"Modeling and analysis of stochastic systems","author":"VG Kulkarni","year":"2017","unstructured":"Kulkarni, V. G. (2017). Modeling and analysis of stochastic systems (3rd ed.). Boca Raton: CRC Press.","edition":"3"},{"key":"3392_CR16","doi-asserted-by":"publisher","first-page":"98","DOI":"10.1080\/03461230152592755","volume":"2","author":"G L\u00e9veill\u00e9","year":"2001","unstructured":"L\u00e9veill\u00e9, G., & Garrido, J. (2001a). Recursive moments of compound renewal sums with discounted claims. Scandinavian Actuarial Journal, 2, 98\u2013110.","journal-title":"Scandinavian Actuarial Journal"},{"key":"3392_CR17","first-page":"199","volume":"28","author":"G L\u00e9veill\u00e9","year":"2001","unstructured":"L\u00e9veill\u00e9, G., & Garrido, J. (2001b). Moments of compound renewal sums with discounted claims. Insurance: Mathematics and Economics, 28, 199\u2013219.","journal-title":"Insurance: Mathematics and Economics"},{"key":"3392_CR18","first-page":"522","volume":"37","author":"Y Lu","year":"2005","unstructured":"Lu, Y., & Li, S. (2005). On the probability of ruin in a Markov-modulated risk model. Insurance: Mathematics and Economics, 37, 522\u2013532.","journal-title":"Insurance: Mathematics and Economics"},{"key":"3392_CR19","doi-asserted-by":"publisher","first-page":"244","DOI":"10.1016\/j.spa.2005.09.008","volume":"116","author":"ACY Ng","year":"2006","unstructured":"Ng, A. C. Y., & Yang, H. (2006). On the joint distribution of surplus before and after ruin under a Markovian regime switching model. Stochastic Processes and their Applications, 116, 244\u2013266.","journal-title":"Stochastic Processes and their Applications"},{"key":"3392_CR20","doi-asserted-by":"publisher","first-page":"195","DOI":"10.3390\/risks2020195","volume":"2","author":"SNM Ramli","year":"2014","unstructured":"Ramli, S. N. M., & Jang, J. (2014). Neumann series on the recursive moments of copula-dependent aggregate discounted claims. Risks, 2, 195\u2013210.","journal-title":"Risks"},{"key":"3392_CR21","doi-asserted-by":"publisher","first-page":"198","DOI":"10.1080\/10920277.2008.10597510","volume":"12","author":"J Ren","year":"2008","unstructured":"Ren, J. (2008). On the Laplace transform of the aggregate discounted claims with Markovian arrivals. North American Actuarial Journal, 12, 198\u2013206.","journal-title":"North American Actuarial Journal"},{"key":"3392_CR22","first-page":"402","volume":"51","author":"J Ren","year":"2012","unstructured":"Ren, J. (2012). A multivariate aggregate loss model. Insurance: Mathematics and Economics, 51, 402\u2013408.","journal-title":"Insurance: Mathematics and Economics"},{"key":"3392_CR23","doi-asserted-by":"publisher","first-page":"1","DOI":"10.3390\/risks4010006","volume":"4","author":"J Ren","year":"2016","unstructured":"Ren, J. (2016). Analysis of insurance claim settlement process with Markovian arrival processes. Risks, 4, 1\u201310.","journal-title":"Risks"},{"key":"3392_CR24","doi-asserted-by":"publisher","first-page":"415","DOI":"10.1007\/s11009-008-9110-6","volume":"12","author":"G Stabile","year":"2010","unstructured":"Stabile, G., & Torrisi, G. L. (2010). Risk processes with non-stationary Hawkes claims arrivals. Methodology and Computing in Applied Probability, 12, 415\u2013429.","journal-title":"Methodology and Computing in Applied Probability"},{"key":"3392_CR25","doi-asserted-by":"publisher","first-page":"285","DOI":"10.1017\/S0021900200117826","volume":"44","author":"Q Tang","year":"2007","unstructured":"Tang, Q. (2007). Heavy tails of discounted aggregate claims in the continuous-time renewal model. Journal of Applied Probability, 44, 285\u2013294.","journal-title":"Journal of Applied Probability"},{"key":"3392_CR26","doi-asserted-by":"publisher","first-page":"241","DOI":"10.1080\/03461230310016974","volume":"4","author":"GE Willmot","year":"2004","unstructured":"Willmot, G. E., Dickson, D. C. M., Drekic, S., & Stanford, D. A. (2004). The deficit at ruin in the stationary renewal risk model. Scandinavian Actuarial Journal, 4, 241\u2013255.","journal-title":"Scandinavian Actuarial Journal"},{"key":"3392_CR27","first-page":"337","volume":"25","author":"JL Wirch","year":"1999","unstructured":"Wirch, J. L., & Hardy, M. R. (1999). A synthesis of risk measures for capital adequacy. Insurance: Mathematics and Economics, 25, 337\u2013347.","journal-title":"Insurance: Mathematics and Economics"},{"key":"3392_CR28","first-page":"544","volume":"53","author":"L Zhu","year":"2013","unstructured":"Zhu, L. (2013). Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims. Insurance: Mathematics and Economics, 53, 544\u2013550.","journal-title":"Insurance: Mathematics and Economics"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-019-03392-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-019-03392-y\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-019-03392-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,9,24]],"date-time":"2020-09-24T01:52:15Z","timestamp":1600912335000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-019-03392-y"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,9,25]]},"references-count":28,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2020,10]]}},"alternative-id":["3392"],"URL":"https:\/\/doi.org\/10.1007\/s10479-019-03392-y","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"type":"print","value":"0254-5330"},{"type":"electronic","value":"1572-9338"}],"subject":[],"published":{"date-parts":[[2019,9,25]]},"assertion":[{"value":"25 September 2019","order":1,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}