On convergence of the accumulated insurance claim processes to the compound Poisson process

MaRDI QIDQ3173815zbMATH OpenFDO

Authors Rimas Banys

Publication date 10 October 2011

zbMATH Keywords

functional limit theoremscompound Poisson process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(4)

• Convergence of insurance payout stochastic processes to generalized Poisson process
• Sum and extremal processes over explosion area
• Weak convergence of random growth processes with applications to insurance
• Convergence rate of the distribution of Poisson process on the interval to the ergodic one

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