PROPERTIES OF ONE LIMIT LAW IN RISK THEORY
DOI:
https://doi.org/10.46991/PYSU:A/2010.44.2.020Keywords:
limit laws, subordination, stable laws, risk theory, unimodalityAbstract
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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Published
2010-04-26
How to Cite
Martirosyan, A. R. (2010). PROPERTIES OF ONE LIMIT LAW IN RISK THEORY. Proceedings of the YSU A: Physical and Mathematical Sciences, 44(2 (222), 20–28. https://doi.org/10.46991/PYSU:A/2010.44.2.020
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Mathematics
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Copyright (c) 2010 Proceedings of the YSU
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