scientific article; zbMATH DE number 3972042

MaRDI QIDQ3738451zbMATH OpenFDO

Authors

Publication date 1986

zbMATH Keywords

weak convergence resultsclaim severityclaim frequencyrisk reserve processes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05)

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Cited in

(6)

• Weak convergence of financial markets.
• Weak convergence of random growth processes with applications to insurance
• Diffusion premiums for claim severities subject to inflation
• Weak convergence of assets processes with stochastic interest return
• Transfer theorem for generalized risk processes
• Weak convergence of equity derivatives pricing with default risk

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