Convergence of insurance payout stochastic processes to generalized Poisson process
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Publication:493862
DOI10.1007/s10958-015-2229-4zbMath1327.60081MaRDI QIDQ493862
E. E. Permyakova, Aleksey N. Chuprunov
Publication date: 4 September 2015
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-015-2229-4
functional limit theorem; Skorokhod space; generalized Poisson process; insurance payout; risk processes
60F17: Functional limit theorems; invariance principles
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Cites Work