Normal view MARC view ISBD view

Bening, Vladimir E.

Generalized Poisson Models and their Applications in Insurance and Finance / Vladimir E. Bening, Victor Yu. Korolev. - Reprint 2012 - 1 online resource (434 p.) - 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




Mode of access: Internet via World Wide Web.


In English.

ISBN: 9789067643665 9783110936018

Standard No.: 10.1515/9783110936018 doi

Subjects--Topical Terms:
Finance--Mathematical models.
Insurance--Mathematical models.
Poisson distribution.
Poisson processes.
Finanzmathematik.
Versicherungsmathematik.
Wahrscheinlichkeitstheorie.
BUSINESS & ECONOMICS / Business Mathematics.

LC Class. No.: HG8781 / .B367 2002eb

Dewey Class. No.: 519.2/3