Limit theorems for generalized risk processes

zbMATH Open0988.60008MaRDI QIDQ2777832FDOQ2777832

Lixinb Liu, Vladimir E. Bening, V. Yu. Korolev

Publication date: 13 March 2002

Published in: Theory of Stochastic Processes (Search for Journal in Brave)

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zbMATH Keywords

limit theoremsrisk processCox processlimit law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited In (15)

• Functional limit theorems for generalized risk processes
• A new risk model based on policy entrance process and its weak convergence properties
• A general risk process and its properties
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• Transfer theorem for generalized risk processes
• Limit theorems for generalized exceeding times, renewal and risk type processes
• Generalized Poisson Models and their Applications in Insurance and Finance
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• Risk models with stochastic premium and ruin probability estimation
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• Asymptotic behavior of generalized risk processes
• Compound Poisson law generalized by negative binomial distribution
• Asymptotic results for the risk process based on marked point processes

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