PROPERTIES OF ONE LIMIT LAW IN RISK THEORY

A. R. Martirosyan

This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

This work is licensed under Creative Commons Attribution–NonCommercial International License (CC BY-NC 4.0).

Abstract

In the present paper some properties of one random process arising in many limit theorems of risk theory are investigated. Connection formulas with stable distributions and with one class of integral transforms are found. The asymptotical properties of this law are studied.

Author(s)

Table of Contents

PROPERTIES OF ONE LIMIT LAW IN RISK THEORY

Abstract

Author(s)

Table of Contents

Related Articles

ON UNIQUENESS OF HOLOMORPHIC AND BOUNDED OUTSIDE THE CLOSED LOGARITHMIC SECTOR FUNCTIONS REPRESENTABLE BY LACUNARY POWER SERIES

COMPUTER DETECTING AND PROCESSING OF THE SIGNALS OF A FLAT-COIL ABSOLUTE-POSITION SENSOR BASED SEISMIC DETECTOR

PROPERTIES OF ONE LIMIT LAW IN RISK THEORY

Abstract

Subscribe to TheGufo Newsletter​

Subscribe to TheGufo Newsletter