Limit theorems for the present value of the surplus of an insurance portfolio
โ Scribed by P. Boogaert; J. Haezendonck; F. Delbaen
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 461 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Central and local limit theorems are derived for the number of distinct summands in integer partitions, with or without repetitions, under a general scheme essentially due to Meinardus. The local limit theorems are of the form of Crame rtype large deviations and are proved by Mellin transform and th
In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we develo