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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| VerfasserIn: | |
| 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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Table of 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