Generalized Poisson Models and their Applications in Insurance and Finance

Vladimir E. Bening; Victor Yu. Korolev

Published by De Gruyter 2002

Generalized Poisson Models and their Applications in Insurance and Finance

Vladimir E. Bening and Victor Yu. Korolev

In the series Modern Probability and Statistics

https://doi.org/10.1515/9783110936018

Contents

Frontmatter Requires Authentication Unlicensed Licensed Download PDF	i
Contents Requires Authentication Unlicensed Licensed Download PDF	v
Foreword Requires Authentication Unlicensed Licensed Download PDF	ix
Preface Requires Authentication Unlicensed Licensed Download PDF	xiii
1 Basic notions of probability theory Requires Authentication Unlicensed Licensed Download PDF	1
2 Poisson process Requires Authentication Unlicensed Licensed Download PDF	69
3 Convergence of superpositions of independent stochastic processes Requires Authentication Unlicensed Licensed Download PDF	83
4 Compound Poisson distributions Requires Authentication Unlicensed Licensed Download PDF	123
5 Classical risk processes Requires Authentication Unlicensed Licensed Download PDF	181
6 Doubly stochastic Poisson processes (Cox processes) Requires Authentication Unlicensed Licensed Download PDF	233
7 Compound Cox processes with zero mean Requires Authentication Unlicensed Licensed Download PDF	265
8 Modeling evolution of stock prices by compound Cox processes Requires Authentication Unlicensed Licensed Download PDF	291
9 Compound Cox processes with nonzero mean Requires Authentication Unlicensed Licensed Download PDF	317
10 Functional limit theorems for compound Cox processes Requires Authentication Unlicensed Licensed Download PDF	357
11 Generalized risk processes Requires Authentication Unlicensed Licensed Download PDF	373
12 Statistical inference concerning the parameters of risk processes Requires Authentication Unlicensed Licensed Download PDF	391
Bibliography Requires Authentication Unlicensed Licensed Download PDF	415
Index Requires Authentication Unlicensed Licensed Download PDF	431

Language: English
Publisher: De Gruyter
Edition: Reprint 2012
Pages
- Front matter: 19
- Main content: 434
Keywords: Wahrscheinlichkeitstheorie; Versicherungsmathematik; Finanzmathematik

eBook

Published: June 11, 2012
ISBN: 9783110936018