Asymptotic Behavior of Generalized Risk Processes

作     者：V.E.BENING V.Yu.KOROLEV LiXinLIU 

作者机构：DepartmentofMathematicalStatisticsFacultyofComputationalMathematicsandCyberneticsMoscowStateUniversityVorobyovyGoryMoscow119899Russia MathematicsSchoolNankaiUniversityTianjin300071P.R.China 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2004年第20卷第2期

页      面：349-356页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Project supported by the Russian Foundation for Basic Research,Grant 99-01-00847 the Russian Humanitarian Scientific Foundation,Grant 00-02-00152a, by the NNSF of China(19971047) and DSF 

主　　题：Risk process Cox process Weak convergence 

摘      要：In this paper,the asymptotic behavior of generalized risk processes without any momentassumptions on the controlling process is described.