PROPERTIES OF ONE LIMIT LAW IN RISK THEORY

Authors

  • A. R. Martirosyan Chair of the Theory of Probabilities and Mathematical Statistics, YSU, Armenia

DOI:

https://doi.org/10.46991/PYSU:A/2010.44.2.020

Keywords:

limit laws, subordination, stable laws, risk theory, unimodality

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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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

Issue

Vol. 44 No. 2 (222) (2010)

Section

Mathematics

License

Copyright (c) 2010 Proceedings of the YSU

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

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