Screen LibraryGeneralized poisson models and their applications in insurance and finance /
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| Main Authors: | |
|---|---|
| Corporate Authors: | |
| Group Author: | |
| Published: |
De Gruyter,
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| Publisher Address: | Berlin ; Boston : |
| Publication Dates: |
2012. ©2002 |
| Literature type: | eBook |
| Language: | English |
| Series: |
Modern probability and statistics
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| Subjects: | |
| Online Access: |
http://dx.doi.org/10.1515/9783110936018 http://www.degruyter.com/doc/cover/9783110936018.jpg |
| Carrier Form: | 1 online resource (xix, 434 pages). |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9783110936018 |
| Index Number: | HG8781 |
| CLC: | F84-32 |
| 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 |