Asymptotic behavior of generalized risk processes (Q1887427): Difference between revisions

The purpose of this paper is to describe the asymptotic behaviour of generalized risk processes without any moment assumptions on the controlling process. The authors present a general criterion for the weak convergence of one-dimensional distributions of generalized risk processes and describe possible limit laws.

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Mathematics Subject Classification ID

60F05

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risk process

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Cox process

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weak convergence

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reviewed by

Zdzisław Rychlik

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10114-003-0244-8

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A note on the central limit theorem for doubly stochastic Poisson processes

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Doubly stochastic Poisson processes

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Q4881149

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Aspects of risk theory

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Q3026011

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Q3773148

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A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes

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On Convergence of Distributions of Compound Cox Processes to Stable Laws

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Q4693044

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Q4856203

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Sitelinks

Mathematics(1 entry)

mardi Publication:1887427

@@ Property / author @@
-Vladimir Bening
@@ Property / author: Vladimir Bening / rank @@
-Normal rank
@@ Property / reviewed by @@
-Zdzisław Rychlik
@@ Property / reviewed by: Zdzisław Rychlik / rank @@
-Normal rank
@@ Property / author @@
+Vladimir Bening
@@ Property / author: Vladimir Bening / rank @@
+Normal rank
@@ Property / reviewed by @@
+Zdzisław Rychlik
@@ Property / reviewed by: Zdzisław Rychlik / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10114-003-0244-8
+Normal rank
@@ Property / OpenAlex ID @@
+W2042204124
@@ Property / OpenAlex ID: W2042204124 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4791427
@@ Property / cites work: Q4791427 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4274909
@@ Property / cites work: Q4274909 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the central limit theorem for doubly stochastic Poisson processes
+Normal rank
@@ Property / cites work @@
+Doubly stochastic Poisson processes
@@ Property / cites work: Doubly stochastic Poisson processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4881149
@@ Property / cites work: Q4881149 / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q3026011
@@ Property / cites work: Q3026011 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
+Normal rank
@@ Property / cites work @@
+A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
+Normal rank
@@ Property / cites work @@
+On Convergence of Distributions of Compound Cox Processes to Stable Laws
+Normal rank
@@ Property / cites work @@
+Q4693044
@@ Property / cites work: Q4693044 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4856203
@@ Property / cites work: Q4856203 / rank @@
+Normal rank