Weak convergence of random growth processes with applications to insurance
From MaRDI portal
Publication:917204
DOI10.1016/0167-6687(89)90056-5zbMath0704.62096MaRDI QIDQ917204
Publication date: 1989
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(89)90056-5
weak convergence; discounting; life annuities; accumulating; annuities- certain; life insurances; moments of actuarial functions; moments of limit processes; random population growth; white noise growth rates
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F05: Central limit and other weak theorems
Related Items
BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES, The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding