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Proceedings of the Yerevan State University, series Physical and Mathematical Sciences, 2010, Issue 2, Pages 20–28 (Mi uzeru211)  
Mathematics

Properties of one limit law in risk theory

A. R. Martirosyan

Yerevan State University
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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.
Keywords: limit laws, subordination, stable laws, risk theory, unimodality.
Received: 06.04.2009
Accepted: 26.06.2009
Document Type: Article
Language: English
Citation: A. R. Martirosyan, “Properties of one limit law in risk theory”, Proceedings of the YSU, Physical and Mathematical Sciences, 2010, no. 2, 20–28
Citation in format AMSBIB
\Bibitem{Mar10}
\by A.~R.~Martirosyan
\paper Properties of one limit law in risk theory
\jour Proceedings of the YSU, Physical and Mathematical Sciences
\yr 2010
\issue 2
\pages 20--28
\mathnet{http://mi.mathnet.ru/uzeru211}
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