Generalized Poisson Models and their Applications in Insurance and Finance / / Vladimir E. Bening, Victor Yu. Korolev.

• Superior document: Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1
• VerfasserIn: Bening, Vladimir E.,; Korolev, Victor Yu.,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2012]; ©2002
• Year of Publication: 2012
• Edition: Reprint 2012
• Language: English
• Series: Modern Probability and Statistics ,
• Physical Description: 1 online resource (434 p.)
• 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
• 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.