An alternative proof of a limit theorem for the Pólya-Lundberg process

DOI10.1080/03461238.1982.10405265zbMath0496.62021OpenAlexW1974209022MaRDI QIDQ3959947

Dietmar Pfeifer

Publication date: 1982

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405265

zbMATH Keywords

Polya-Lundberg processasymptotically gamma-distributedunconditional risk distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09)

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