Limit distributions for risk processes in case of claim amounts of finite expectation

DOI10.1016/0167-6687(83)90022-7zbMath0522.62086OpenAlexW2029089855MaRDI QIDQ1056182

J. Haezendonck, K. Jansen, Freddy Delbaen

Publication date: 1983

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(83)90022-7

zbMATH Keywords

central limit theoremcounting processstable distributionLindeberg conditionrisk processesdomain of normal attractionLevy functionclaim amounts of finite expectationLevy representation of infinitely divisible distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05)

Cites Work

• A central limit theorem for sums of a random number of independent random variables
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