Asymptotic behavior of generalized risk processes (Q1887427): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:06, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic behavior of generalized risk processes |
scientific article |
Statements
Asymptotic behavior of generalized risk processes (English)
0 references
25 November 2004
0 references
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.
0 references
risk process
0 references
Cox process
0 references
weak convergence
0 references