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 / author: Christian Max Møller / 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/10.1080/03461238.1991.10413890 / rank | |||
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Property / OpenAlex ID: W2008251919 / 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
scientific article
Language | Label | Description | Also known as |
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English | Asymptotic results for the risk process based on marked point processes |
scientific article |
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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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