Risk process approximation with mixing (Q2284435): Difference between revisions

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+Diffusion approximations in collective risk theory
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+Stable Lévy motion approximation in collective risk theory
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+Random Time-Changed Extremal Processes
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+Aspects of risk theory
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+Q4898182
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+Explicit ruin formulas for models with dependence among risks
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+Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics
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+Risk processes with random interest rates
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+Mixed Poisson process with Pareto mixing variable and its risk applications
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+Exact Likelihood Ratio Testing for Homogeneity of the Exponential Distribution
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+Size and Power of Recent Tests for Homogeneity in Exponential Mixtures
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+Stochastic-Process Limits
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+Limit theorems for occupation times of Markov processes
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+Q5560061
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+Q4343010
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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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+Generalized Poisson Models and their Applications in Insurance and Finance
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+An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
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