Asymptotic Behavior of Generalized Risk Processes  

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

机构地区：[1]DepartmentofMathematicalStatistics,FacultyofComputationalMathematicsandCybernetics,MoscowStateUniversity,VorobyovyGory,Moscow119899,Russia [2]MathematicsSchool,NankaiUniversity,Tianjin300071,P.R.China

出　　处：《Acta Mathematica Sinica,English Series》2004年第2期349-356,共8页数学学报（英文版）

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

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

关 键 词：Risk process Cox process Weak convergence 

分 类 号：O211.67[理学—概率论与数理统计]