On convergence of the accumulated insurance claim processes to the compound Poisson process
Articles
Rimas Banys
Vilnius Gediminas Technical University
Published 2005-12-18
https://doi.org/10.15388/LMR.2005.29317
pdf

Keywords

functional limit theorems
compound Poisson process

How to Cite

Banys, R. (2005) “On convergence of the accumulated insurance claim processes to the compound Poisson process”, Lietuvos matematikos rinkinys, 45(spec.), pp. 523–527. doi:10.15388/LMR.2005.29317.
Crossref
Scopus
Google Scholar
Europe PMC
Vol. 45 (2005)

On convergence of the accumulated insurance claim processes to the compound Poisson process

Abstract

Convergence of the accumulated insurance claim processes is investigated when the number of clients of insurance company depeds on time. Conditions for convergence to the compound Poisson process in the function space D[0,∞) endowed with the Skorohod M1 and J1 topologies are obtained.

pdf
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Downloads

Download data is not yet available.