Statistical Tools for Finance and Insurance  
 

16 Stable Diffusion Approximation of the Risk Process
16.1 Introduction
16.2 Brownian Motion and the Risk Model for Small Claims
16.2.1 Weak Convergence of Risk Processes to Brownian Motion
16.2.2 Ruin Probability for the Limit Process
16.2.3 Examples
16.3 Stable Lévy Motion and the Risk Model for Large Claims
Bibliography

 
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