Diffusion approximations for insurance risk processes
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Publication:2803403
DOI10.1080/15326349.2015.1083445zbMath1337.60184MaRDI QIDQ2803403
Publication date: 4 May 2016
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2015.1083445
60F05: Central limit and other weak theorems
60J60: Diffusion processes
60F17: Functional limit theorems; invariance principles