Approximation of the risk process -- a survey

MaRDI QIDQ4898182zbMATH OpenFDO

Authors Ivan K. Mitov, Elisaveta Pancheva

Publication date 29 December 2012

zbMATH Keywords

insurance modelpoint process

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Functional limit theorems; invariance principles (60F17) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(12)

• A new aspect of a risk process and its statistical inference
• Approximation of some multivariate risk measures for Gaussian risks
• Risk process approximation with mixing
• Mixed Poisson process with Pareto mixing variable and its risk applications
• scientific article; zbMATH DE number 5558252 (Why is no real title available?)
• A general risk process and its properties
• Approximating the solution of an integral equation arising in the theory of risk: A comment
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
• scientific article; zbMATH DE number 2144393 (Why is no real title available?)
• An approximation model of the collective risk model with INAR(1) claim process
• A new risk model based on policy entrance process and its weak convergence properties
• Approximating the classical risk process by stable Lévy motion

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