Asymptotic behavior of generalized risk processes (Q1887427): Difference between revisions
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Property / author: Vladimir Bening / rank | |||
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Property / reviewed by: Zdzisław Rychlik / rank | |||
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Property / author: Vladimir Bening / rank | |||
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Property / reviewed by: Zdzisław Rychlik / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/s10114-003-0244-8 / rank | |||
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Property / OpenAlex ID: W2042204124 / rank | |||
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Property / cites work: Q4791427 / rank | |||
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Latest revision as of 16:26, 7 June 2024
scientific article
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English | Asymptotic behavior of generalized risk processes |
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Asymptotic behavior of generalized risk processes (English)
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25 November 2004
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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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risk process
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Cox process
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weak convergence
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