Natural Science, Mathematics, 2025
PROPERTIES OF ONE LIMIT LAW IN RISK THEORY
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.
Submitted: 2025-02-23; Published: 2025-02-23
© 2025 by author(s) and The Gufo Inc.
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.