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