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book: Generalized Poisson Models and their Applications in Insurance and Finance
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Generalized Poisson Models and their Applications in Insurance and Finance

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Language: English
Published/Copyright: 2002
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Modern Probability and Statistics
This book is in the series
Modern Probability and Statistics

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    Frontmatter

    i
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    Contents

    v
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    Foreword

    ix
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    Preface

    xiii
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    1 Basic notions of probability theory

    1
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    2 Poisson process

    69
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    3 Convergence of superpositions of independent stochastic processes

    83
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    4 Compound Poisson distributions

    123
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    5 Classical risk processes

    181
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    6 Doubly stochastic Poisson processes (Cox processes)

    233
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    7 Compound Cox processes with zero mean

    265
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    8 Modeling evolution of stock prices by compound Cox processes

    291
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    9 Compound Cox processes with nonzero mean

    317
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    10 Functional limit theorems for compound Cox processes

    357
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    11 Generalized risk processes

    373
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    12 Statistical inference concerning the parameters of risk processes

    391
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    Bibliography

    415
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    Index

    431
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Publishing information
Pages and Images/Illustrations in book
eBook published on:
June 11, 2012
eBook ISBN:
9783110936018
Edition:
Reprint 2012
Pages and Images/Illustrations in book
Front matter:
19
Main content:
434
https://doi.org/10.1515/9783110936018
eBook ISBN: 9783110936018
Keywords for this book
Wahrscheinlichkeitstheorie; Versicherungsmathematik; Finanzmathematik
Downloaded on 17.4.2026 from https://www.degruyterbrill.com/document/doi/10.1515/9783110936018/html
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