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Inversion of the translation theorem for general risk processes. (Russian) Zbl 1049.91095

In the work necessary and sufficient conditions of weak convergence of one-dimensional distributions of the generalized Koks processes centralized by nonrandom values are resulted. Estimations of the speed of convergence and asymptotic decomposition for one-dimensional functions of distributions of these processes are under construction. Such processes describe the behavior of a reserve of the insurance company. A translation theorem specification for the generalized processes of risk at observance of necessary and sufficient conditions of weak convergence of one-dimensional distributions of the generalized processes of risk is resulted.

MSC:

91B30 Risk theory, insurance (MSC2010)
91B70 Stochastic models in economics