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  • Generalized Risk Processes
    new general criteria for the weak convergence of one-dimensional distributions of generalized risk processes ... processes and describe the class of possible limit laws under an infinite growth of stochastic portfolio ...

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    • Authors: V E Bening
    • Date: Mar 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models