Erdös-Rényi type law for random sums with applications to claim amount process

MaRDI QIDQ3607227zbMATH OpenFDO

Authors Nadiia Zinchenko, Marina Safonova

Publication date 28 February 2009

zbMATH Keywords

renewal processdomain of attractioninvariance principlerisk modelsstable processesrandom sumslaw of iterated logarithmLévy processesrandomly stopped process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52)

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(2)

• Strong invariance principle for renewal and randomly stopped processes
• Almost sure approximation of the superposition of the random processes

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