Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes Romain Biard, St´ ephane Loisel, Claudio Macci, Noel Veraverbeke To cite this version: Romain Biard, St´ ephane Loisel, Claudio Macci, Noel Veraverbeke. Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes. 2009. <hal- 00372525v1> HAL Id: hal-00372525 https://hal.archives-ouvertes.fr/hal-00372525v1 Submitted on 17 Apr 2009 (v1), last revised 24 Jan 2009 (v2) HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destin´ ee au d´ epˆ ot et ` a la diffusion de documents scientifiques de niveau recherche, publi´ es ou non, ´ emanant des ´ etablissements d’enseignement et de recherche fran¸cais ou ´ etrangers, des laboratoires publics ou priv´ es.