Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process

dc.contributor.author	Chuprunov A.
dc.contributor.author	Permyakova E.
dc.date.accessioned	2018-09-18T20:19:27Z
dc.date.available	2018-09-18T20:19:27Z
dc.date.issued	2015
dc.identifier.issn	1072-3374
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/138718
dc.description.abstract	© 2015, Springer Science+Business Media New York. We consider stochastic processes describing the size of a company’s insurance payouts in the case of a growing number of clients. Convergence of such processes in Skorokhod space is proved. As a result, a functional limit theorem for risk processes is obtained, which allows us to use well-known formulas for estimating an insurance company’s ruin probability in the considered case.
dc.relation.ispartofseries	Journal of Mathematical Sciences (United States)
dc.title	Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process
dc.type	Article
dc.relation.ispartofseries-issue	1
dc.relation.ispartofseries-volume	205
dc.collection	Публикации сотрудников КФУ
dc.relation.startpage	55
dc.source.id	SCOPUS10723374-2015-205-1-SID84927658149

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Публикации сотрудников КФУ Scopus [24551]
Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.