Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process
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| 024 | 7 | 0 | |a 10.1007/s10958-015-2229-4 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10958-015-2229-4 | ||
| 245 | 0 | 0 | |a Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process |h [Elektronische Daten] |c [A. Chuprunov, E. Permyakova] |
| 520 | 3 | |a We consider stochastic processes describing the size of a company's insurance payouts in the case of a growing number of clients. Convergence of such processes in Skorokhod space is proved. As a result, a functional limit theorem for risk processes is obtained, which allows us to use well-known formulas for estimating an insurance company's ruin probability in the considered case. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 700 | 1 | |a Chuprunov |D A. |u Kazan (Volga Region) Federal University, Kazan', Russia |4 aut | |
| 700 | 1 | |a Permyakova |D E. |u Kazan (Volga Region) Federal University, Kazan', Russia |4 aut | |
| 773 | 0 | |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 205/1(2015-02-01), 55-67 |x 1072-3374 |q 205:1<55 |1 2015 |2 205 |o 10958 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10958-015-2229-4 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10958-015-2229-4 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Chuprunov |D A. |u Kazan (Volga Region) Federal University, Kazan', Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Permyakova |D E. |u Kazan (Volga Region) Federal University, Kazan', Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 205/1(2015-02-01), 55-67 |x 1072-3374 |q 205:1<55 |1 2015 |2 205 |o 10958 | ||