Asymptotic results for the risk process based on marked point processes

In this paper asymptotic properties for the risk process will be studied when the number of risk units tends to infinity. The paper extends asymptotic properties for the classical risk process to more general processes. In the classical risk process the claim amounts are assumed independent and identically distributed, and the claim number process is a homogeneous Poisson process. The key tool is point process theory with associated martingale theory. The results are illustrated by examples.