TY  - BOOK
AU  - Bening,Vladimir E.
AU  - Korolev,Victor Yu
TI  - Generalized Poisson Models and their Applications in Insurance and Finance
T2  - Modern Probability and Statistics ,
SN  - 9789067643665
AV  - HG8781 .B367 2002eb
U1  - 519.2/3 23
PY  - 2012///]
CY  - Berlin, Boston : 
PB  - De Gruyter, 
KW  - Finance
KW  - Mathematical models
KW  - Insurance
KW  - Poisson distribution
KW  - Poisson processes
KW  - Finanzmathematik
KW  - Versicherungsmathematik
KW  - Wahrscheinlichkeitstheorie
KW  - BUSINESS & ECONOMICS / Business Mathematics
KW  - bisacsh
N1  - 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; Issued also in print
UR  - https://doi.org/10.1515/9783110936018
UR  - https://www.degruyter.com/isbn/9783110936018
UR  - https://www.degruyter.com/document/cover/isbn/9783110936018/original
ER  -