Asymptotic results for the risk process based on marked point processes (Q4034593): Difference between revisions

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Property / author: Christian Max Møller / rank
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Property / full work available at URL: https://doi.org/10.1080/03461238.1991.10413890 / rank
 
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Property / cites work: Q3314809 / rank
 
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Property / cites work: Point processes and queues. Martingale dynamics / rank
 
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Property / cites work: Diffusion approximations in collective risk theory / rank
 
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Property / cites work: Statistical analysis of counting processes / rank
 
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Property / cites work: Central limit theorems for local martingales / rank
 
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Latest revision as of 16:35, 17 May 2024

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Asymptotic results for the risk process based on marked point processes
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    Asymptotic results for the risk process based on marked point processes (English)
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    16 May 1993
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    compound Poisson processes
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    mixed Poisson claims number process
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    counting processes
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    marked point processes
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    martingale limit theory
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    conditions for asymptotic normality
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    asymptotic properties
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    classical risk process
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    claim amounts
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    claim number process
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    Poisson process
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