Asymptotic behavior of generalized risk processes

DOI10.1007/s10114-003-0244-8zbMath1057.60019OpenAlexW2042204124MaRDI QIDQ1887427

V. Yu. Korolev, Lixin Liu, Vladimir Bening

Publication date: 25 November 2004

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-003-0244-8

zbMATH Keywords

weak convergencerisk processCox process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items

On the ruin probability for the Cox correlated risk model perturbed by diffusion

Cites Work

• Aspects of risk theory
• Doubly stochastic Poisson processes
• A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
• A note on the central limit theorem for doubly stochastic Poisson processes
• On Convergence of Distributions of Compound Cox Processes to Stable Laws
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item