Asymptotic results for the risk process based on marked point processes
Publication:4034593
DOI10.1080/03461238.1991.10413890zbMath0764.62091OpenAlexW2008251919MaRDI QIDQ4034593
Publication date: 16 May 1993
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1991.10413890
asymptotic propertiesPoisson processclassical risk processmarked point processescounting processesclaim number processcompound Poisson processesmartingale limit theoryconditions for asymptotic normalityclaim amountsmixed Poisson claims number process
Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99) Martingales with continuous parameter (60G44)
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