On blocked Poisson processes in risk theory

DOI10.1016/0167-6687(91)90018-SzbMath0723.62064OpenAlexW2038777978MaRDI QIDQ756902

Colin M. Ramsay

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0167-6687(91)90018-s

zbMATH Keywords

asymptotic normalityPoisson processmoment generating functionrenewal processinsurance riskaggregate claims processblocking periodgarage function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• On some probability problems concerning the theory of counters
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