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

By: Contributor(s): Material type: TextTextSeries: Modern Probability and StatisticsPublisher: Berlin ; Boston : De Gruyter, [2012]Copyright date: ©2002Edition: Reprint 2012Description: 1 online resource (434 p.)Content type:
Media type:
Carrier type:
ISBN:
  • 9789067643665
  • 9783110936018
Subject(s): DDC classification:
  • 519.2/3 23
LOC classification:
  • HG8781 .B367 2002eb
Other classification:
  • online - DeGruyter
Online resources: Available additional physical forms:
  • Issued also in print.
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
Holdings
Item type Current library Call number URL Status Notes Barcode
eBook eBook Biblioteca "Angelicum" Pont. Univ. S.Tommaso d'Aquino Nuvola online online - DeGruyter (Browse shelf(Opens below)) Online access Not for loan (Accesso limitato) Accesso per gli utenti autorizzati / Access for authorized users (dgr)9783110936018

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 online access with authorization star

http://purl.org/coar/access_right/c_16ec

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)