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

zbMATH Open1164.60020MaRDI QIDQ3607227FDOQ3607227

Authors: Nadiia Zinchenko, Marina Safonova 

Publication date: 28 February 2009

Recommendations

• scientific article; zbMATH DE number 2118869
• scientific article; zbMATH DE number 1762676
• Limit distributions for compounded sums of extreme order statistics
• On lower limits and equivalences for distribution tails of randomly stopped sums
• Strong approximation of certain stopped sums

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)

Cited In (2)

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

This page was built for publication: Erdös-Rényi type law for random sums with applications to claim amount process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3607227)