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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| Physical Description: | 1 online resource (434 p.) |
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9783110936018 |
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(DE-B1597)57206 (OCoLC)979886328 |
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Bening, Vladimir E., author. aut http://id.loc.gov/vocabulary/relators/aut Generalized Poisson Models and their Applications in Insurance and Finance / Vladimir E. Bening, Victor Yu. Korolev. Reprint 2012 Berlin ; Boston : De Gruyter, [2012] ©2002 1 online resource (434 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Modern Probability and Statistics , 1385-7738 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 restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023) Finance Mathematical models. Insurance Mathematical models. Poisson distribution. Poisson processes. Finanzmathematik. Versicherungsmathematik. Wahrscheinlichkeitstheorie. BUSINESS & ECONOMICS / Business Mathematics. bisacsh Korolev, Victor Yu., author. aut http://id.loc.gov/vocabulary/relators/aut Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 9783110238570 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) 9783110238471 Title is part of eBook package: De Gruyter DGBA Business and Economics 2000 - 2014 9783110635737 ZDB-23-GBE Title is part of eBook package: De Gruyter E-DITION 2: BEST OF MATHEMATICS, PHYSICS 9783110306569 ZDB-23-DBI print 9789067643665 https://doi.org/10.1515/9783110936018 https://www.degruyter.com/isbn/9783110936018 Cover https://www.degruyter.com/document/cover/isbn/9783110936018/original |
| language |
English |
| format |
eBook |
| author |
Bening, Vladimir E., Bening, Vladimir E., Korolev, Victor Yu., |
| spellingShingle |
Bening, Vladimir E., Bening, Vladimir E., Korolev, Victor Yu., Generalized Poisson Models and their Applications in Insurance and Finance / Modern Probability and Statistics , 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 |
| author_facet |
Bening, Vladimir E., Bening, Vladimir E., Korolev, Victor Yu., Korolev, Victor Yu., Korolev, Victor Yu., |
| author_variant |
v e b ve veb v e b ve veb v y k vy vyk |
| author_role |
VerfasserIn VerfasserIn VerfasserIn |
| author2 |
Korolev, Victor Yu., Korolev, Victor Yu., |
| author2_variant |
v y k vy vyk |
| author2_role |
VerfasserIn VerfasserIn |
| author_sort |
Bening, Vladimir E., |
| title |
Generalized Poisson Models and their Applications in Insurance and Finance / |
| title_full |
Generalized Poisson Models and their Applications in Insurance and Finance / Vladimir E. Bening, Victor Yu. Korolev. |
| title_fullStr |
Generalized Poisson Models and their Applications in Insurance and Finance / Vladimir E. Bening, Victor Yu. Korolev. |
| title_full_unstemmed |
Generalized Poisson Models and their Applications in Insurance and Finance / Vladimir E. Bening, Victor Yu. Korolev. |
| title_auth |
Generalized Poisson Models and their Applications in Insurance and Finance / |
| title_alt |
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 |
| title_new |
Generalized Poisson Models and their Applications in Insurance and Finance / |
| title_sort |
generalized poisson models and their applications in insurance and finance / |
| series |
Modern Probability and Statistics , |
| series2 |
Modern Probability and Statistics , |
| publisher |
De Gruyter, |
| publishDate |
2012 |
| physical |
1 online resource (434 p.) Issued also in print. |
| edition |
Reprint 2012 |
| contents |
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 |
| isbn |
9783110936018 9783110238570 9783110238471 9783110635737 9783110306569 9789067643665 |
| issn |
1385-7738 |
| callnumber-first |
H - Social Science |
| callnumber-subject |
HG - Finance |
| callnumber-label |
HG8781 |
| callnumber-sort |
HG 48781 B367 42002EB |
| url |
https://doi.org/10.1515/9783110936018 https://www.degruyter.com/isbn/9783110936018 https://www.degruyter.com/document/cover/isbn/9783110936018/original |
| illustrated |
Not Illustrated |
| dewey-hundreds |
500 - Science |
| dewey-tens |
510 - Mathematics |
| dewey-ones |
519 - Probabilities & applied mathematics |
| dewey-full |
519.2/3 |
| dewey-sort |
3519.2 13 |
| dewey-raw |
519.2/3 |
| dewey-search |
519.2/3 |
| doi_str_mv |
10.1515/9783110936018 |
| oclc_num |
979886328 |
| work_keys_str_mv |
AT beningvladimire generalizedpoissonmodelsandtheirapplicationsininsuranceandfinance AT korolevvictoryu generalizedpoissonmodelsandtheirapplicationsininsuranceandfinance |
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n |
| ids_txt_mv |
(DE-B1597)57206 (OCoLC)979886328 |
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cr |
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Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) Title is part of eBook package: De Gruyter DGBA Business and Economics 2000 - 2014 Title is part of eBook package: De Gruyter E-DITION 2: BEST OF MATHEMATICS, PHYSICS |
| is_hierarchy_title |
Generalized Poisson Models and their Applications in Insurance and Finance / |
| container_title |
Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 |
| author2_original_writing_str_mv |
noLinkedField noLinkedField |
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1770178095485026304 |
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