The linear model revisited

DOI10.1016/0167-6687(91)90007-KzbMath0744.62146OpenAlexW2059319715MaRDI QIDQ1182773

Colin M. Ramsay

Publication date: 28 June 1992

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(91)90007-k

zbMATH Keywords

strong law of large numbersboundslaw of the iterated logarithmcentral limit theoremsurplus processprobability of non-ruinautoregressive moving average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (1)

A discrete-time risk model with Poisson ARCH claim-number process

Cites Work

• A theory of linear inequality systems
• New methods for linear inequalities
• The multivariate normal distribution
• Ruin theory in the linear model
• Dams with autoregressive inputs
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• Inequalities: theory of majorization and its applications
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