3 Convergence of superpositions of independent stochastic processes

Kapitel in diesem Buch

1. Frontmatter i
2. Contents v
3. Foreword ix
4. Preface xiii
5. 1 Basic notions of probability theory 1
6. 2 Poisson process 69
7. 3 Convergence of superpositions of independent stochastic processes 83
8. 4 Compound Poisson distributions 123
9. 5 Classical risk processes 181
10. 6 Doubly stochastic Poisson processes (Cox processes) 233
11. 7 Compound Cox processes with zero mean 265
12. 8 Modeling evolution of stock prices by compound Cox processes 291
13. 9 Compound Cox processes with nonzero mean 317
14. 10 Functional limit theorems for compound Cox processes 357
15. 11 Generalized risk processes 373
16. 12 Statistical inference concerning the parameters of risk processes 391
17. Bibliography 415
18. Index 431