Limit theorems for the present value of the surplus of an insurance portfolio
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Publication:1824975
DOI10.1016/0167-6687(88)90106-0zbMath0683.62059MaRDI QIDQ1824975
P. Boogaert, J. Haezendonck, Freddy Delbaen
Publication date: 1988
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(88)90106-0
inflation; compound Poisson process; interest; surplus processes; classical and present value risk; equal integrability; macro-economic factors
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G44: Martingales with continuous parameter
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