Limit theorems for generalized risk processes
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Publication:2777832
zbMATH Open0988.60008MaRDI QIDQ2777832FDOQ2777832
Authors: V. Yu. Korolev, Lixinb Liu, Vladimir E. Bening 
Publication date: 13 March 2002
Published in: Theory of Stochastic Processes (Search for Journal in Brave)
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- Functional limit theorems for generalized risk processes
- Properties of one limit law in risk theory
- A new risk model based on policy entrance process and its weak convergence properties
- Strong limit theorems for the risk process with stochastic premiums
- A general risk process and its properties
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- Distribution of suprema for generalized risk processes
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Asymptotic behavior of generalized risk processes
- Convergence of insurance payout stochastic processes to generalized Poisson process
- Compound Poisson law generalized by negative binomial distribution
- Asymptotic results for the risk process based on marked point processes
- Weak limits of random coefficient autoregressive processes and their application in ruin theory
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