Diffusion approximations for insurance risk processes

DOI10.1080/15326349.2015.1083445zbMath1337.60184OpenAlexW2290279425MaRDI QIDQ2803403

Ranojoy Basu

Publication date: 4 May 2016

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2015.1083445

zbMATH Keywords

weak convergencelimit theoremsdiffusion approximationsinsurance risk processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Hawkes processes in insurance: risk model, application to empirical data and optimal investment

Cites Work

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