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)

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 (8)

• A general risk process and its properties
• Title not available (Why is that?)
• Title not available (Why is that?)
• Limit theorems for generalized exceeding times, renewal and risk type processes
• Risk models with stochastic premium and ruin probability estimation
• Title not available (Why is that?)
• Compound Poisson law generalized by negative binomial distribution
• Asymptotic results for the risk process based on marked point processes

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