2010; Physical and Mathematical Sciences, 44(2 (222): 20–28
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PROPERTIES OF ONE LIMIT LAW IN RISK THEORY

Received: 2025-02-23 · Published: 2010-04-26

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Original title
PROPERTIES OF ONE LIMIT LAW IN RISK THEORY
Author
A.R. Martirosyan
Published
2010-04-26
Licence
Creative Commons Attribution 4.0 International

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.
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