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

Format:

Book

Author/Creator:

Bening, Vladimir E., author.

Korolev, Victor Yu., author.

Series:

Modern Probability and Statistics

Language:

English

Subjects (All):

Insurance--Mathematical models.

Insurance.

Finance--Mathematical models.

Finance.

Poisson processes.

Poisson distribution.

Physical Description:

1 online resource (454 pages) : illustrations.

Edition:

Reprint 2012

Place of Publication:

Berlin ; Boston : De Gruyter, [2012]

Language Note:

English

Summary:

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

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

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (pages 415-429) and index.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Jul 2019)

ISBN:

9783110936018

3110936011

OCLC:

979886328