On convergence of the accumulated insurance claim processes to the compound Poisson process

Rimas Banys

doi:10.15388/LMR.2005.29317

Articles

Rimas Banys

Vilnius Gediminas Technical University

Published 2005-12-18

https://doi.org/10.15388/LMR.2005.29317

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Keywords

functional limit theorems
compound Poisson process

How to Cite

Banys, R. (2005) “On convergence of the accumulated insurance claim processes to the compound Poisson process”, Lietuvos matematikos rinkinys, 45(spec.), pp. 523–527. doi:10.15388/LMR.2005.29317.

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Abstract

Convergence of the accumulated insurance claim processes is investigated when the number of clients of insurance company depeds on time. Conditions for convergence to the compound Poisson process in the function space D[0,∞) endowed with the Skorohod M₁ and J₁ topologies are obtained.

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