Geodesic
Properties of one limit law in risk theory
Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 2 (2010), pp. 20-28

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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, stable laws, risk theory, unimodality.
Mots-clés : subordination 
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A. R. Martirosyan. Properties of one limit law in risk theory. Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 2 (2010), pp. 20-28. http://geodesic.mathdoc.fr/item/UZERU_2010_2_a3/