Generalized Poisson Models and their Applications in Insurance and Finance / / Vladimir E. Bening, Victor Yu. Korolev.
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Superior document: | Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2012] ©2002 |
Year of Publication: | 2012 |
Edition: | Reprint 2012 |
Language: | English |
Series: | Modern Probability and Statistics ,
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Online Access: | |
Physical Description: | 1 online resource (434 p.) |
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Other title: | Frontmatter -- Contents -- Foreword -- Preface -- 1 Basic notions of probability theory -- 2 Poisson process -- 3 Convergence of superpositions of independent stochastic processes -- 4 Compound Poisson distributions -- 5 Classical risk processes -- 6 Doubly stochastic Poisson processes (Cox processes) -- 7 Compound Cox processes with zero mean -- 8 Modeling evolution of stock prices by compound Cox processes -- 9 Compound Cox processes with nonzero mean -- 10 Functional limit theorems for compound Cox processes -- 11 Generalized risk processes -- 12 Statistical inference concerning the parameters of risk processes -- Bibliography -- Index |
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Format: | Mode of access: Internet via World Wide Web. |
ISBN: | 9783110936018 9783110238570 9783110238471 9783110635737 9783110306569 |
ISSN: | 1385-7738 |
DOI: | 10.1515/9783110936018 |
Access: | restricted access |
Hierarchical level: | Monograph |
Statement of Responsibility: | Vladimir E. Bening, Victor Yu. Korolev. |