We study the moments generating function, moments, distributions, VaR, and TVaR of conditional increments of aggregate discounted claims when the counting process is generated by a trend renewal process. The combined effect of the age process and trend is also examined.

中文翻译：

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具有趋势的总贴现索赔的条件增量

我们研究了趋势更新过程生成计数过程时聚合贴现索赔的条件增量的矩生成函数、矩、分布、VaR 和 TVaR。还检查了年龄过程和趋势的综合影响。