Functional limit theorems for generalized risk processes

MaRDI QIDQ5290936zbMATH OpenFDO

Authors V. Yu. Korolev, Andrey A. Kudryavtsev

Publication date 5 May 2006

zbMATH Keywords

functional limit theoremsgeneralized risk processLévy process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Generalized stochastic processes (60G20)

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• Functional Poissonian limit theorem and its applications
• Asymptotic behavior of generalized risk processes
• Limit theorems for generalized exceeding times, renewal and risk type processes
• Limit theorems for generalized risk processes
• Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II
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• Convergence of insurance payout stochastic processes to generalized Poisson process
• A Functional Approach to Approximations for the Individual Risk Model

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