This paper discusses the asymptotical normality of the renewal process generated by strictly stationary LPQD random variables.
本文讨论了强平稳LPQD随机变量列更新过程的渐近正态性问题。
Finally, using the theory of random walks, we discuss the probability of ruin when the aggregate claims process and the premium income process are the same renewal process.
最后利用随机游动的知识，讨论了当保单来到过程与索赔来到过程为同一更新过程时的破产概率。
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