Asymptotic results for the risk process based on marked point processes
DOI10.1080/03461238.1991.10413890zbMath0764.62091MaRDI QIDQ4034593
Publication date: 16 May 1993
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1991.10413890
asymptotic properties; Poisson process; classical risk process; marked point processes; counting processes; claim number process; compound Poisson processes; martingale limit theory; conditions for asymptotic normality; claim amounts; mixed Poisson claims number process
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G42: Martingales with discrete parameter
60F05: Central limit and other weak theorems
62M99: Inference from stochastic processes
60G44: Martingales with continuous parameter
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