Random Time-Changed Extremal Processes

DOI10.1137/S0040585X97982694MaRDI QIDQ5439995zbMATH OpenFDO

Authors Pavlina Jordanova, Elisaveta Pancheva, Ekaterina Todorova Kolkovska

Publication date 30 January 2008

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97982694

zbMATH Keywords

Extremal processesruin probabilityweak limit theorems

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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• Risk process approximation with mixing
• Max-semi-selfdecomposable laws and related processes
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