Asymptotic behavior of generalized risk processes (Q1887427)

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Asymptotic behavior of generalized risk processes
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    Asymptotic behavior of generalized risk processes (English)
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    25 November 2004
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    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.
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    risk process
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    Cox process
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    weak convergence
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