Poisson compounding of dependent random variables: A stochastic model for total claim costs

DOI10.1016/0895-7177(93)90136-MzbMath0794.60029OpenAlexW1996331506MaRDI QIDQ1324317

John E. Angus

Publication date: 28 August 1994

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(93)90136-m

zbMATH Keywords

central limit theoremasymptotic theorycompound Poisson processnonstationary process

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model ⋮ A central limit theorem for autoregressive integrated moving average processes

Cites Work

• A central limit theorem for autoregressive integrated moving average processes
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