Limit theorems for generalized risk processes

MaRDI QIDQ2777832zbMATH OpenFDO

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)

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)

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• 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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