On the total claim amount for marked Poisson cluster models

DOI10.1017/apr.2019.15zbMath1430.91073arXiv1903.09387OpenAlexW2999427815WikidataQ127399356 ScholiaQ127399356MaRDI QIDQ5203948

Petra Žugec, Bojan Basrak, Olivier Wintenberger

Publication date: 9 December 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.09387

zbMATH Keywords

central limit theoremHawkes processtotal claim amountPoisson cluster process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)

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