Asymptotic Behavior of Generalized Risk Processes

Authors
Bening, V. E. Korolev, V. Yu. Liu, Li Xin
Citation
E. Bening, V. et al., Asymptotic Behavior of Generalized Risk Processes, Acta mathematica Sinica. English series (Print) , 20(2), 2004, pp. 349-356
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
20
Issue
2
Year of publication
2004
Pages
349 - 356
Database
ACNP
SICI code
Abstract
In this paper, the asymptotic behavior of generalized risk processes without any moment assumptions on the controlling process is described.