On convergence of the accumulated insurance claim processes to the compound Poisson process
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.
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2005-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/29317 |
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| _version_ | 1832593191134560256 |
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| author | Rimas Banys |
| author_facet | Rimas Banys |
| author_sort | Rimas Banys |
| collection | DOAJ |
| description |
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.
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| format | Article |
| id | doaj-art-58017df61a9241a88390bebc257884a5 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2005-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-58017df61a9241a88390bebc257884a52025-01-20T18:15:40ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2005-12-0145spec.10.15388/LMR.2005.29317On convergence of the accumulated insurance claim processes to the compound Poisson processRimas Banys0Vilnius Gediminas Technical University 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. https://www.journals.vu.lt/LMR/article/view/29317functional limit theoremscompound Poisson process |
| spellingShingle | Rimas Banys On convergence of the accumulated insurance claim processes to the compound Poisson process Lietuvos Matematikos Rinkinys functional limit theorems compound Poisson process |
| title | On convergence of the accumulated insurance claim processes to the compound Poisson process |
| title_full | On convergence of the accumulated insurance claim processes to the compound Poisson process |
| title_fullStr | On convergence of the accumulated insurance claim processes to the compound Poisson process |
| title_full_unstemmed | On convergence of the accumulated insurance claim processes to the compound Poisson process |
| title_short | On convergence of the accumulated insurance claim processes to the compound Poisson process |
| title_sort | on convergence of the accumulated insurance claim processes to the compound poisson process |
| topic | functional limit theorems compound Poisson process |
| url | https://www.journals.vu.lt/LMR/article/view/29317 |
| work_keys_str_mv | AT rimasbanys onconvergenceoftheaccumulatedinsuranceclaimprocessestothecompoundpoissonprocess |