Compound Poisson Approximation - Hardcover

Čekanavičius, V.; Novak, S. Y.

Hardcover

ISBN 10: 103276256X ISBN 13: 9781032762562

Publisher: Chapman and Hall/CRC, 2024

Synopsis

Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, and more. Compound Poisson Approximation synthesizes the most important recent research in the field in a single volume. With an extensive list of references, open problems, and exercises, it will become the standard reference book on the topic.

Features

• Provides a comprehensive overview of this rapidly expanding field

• Synthesizes the most important research results of recent years

• Presents an array of special topics

• Provides the reader with a set of tools needed for research and education

The book is of interest to researchers and postgraduate students from probability, statistics, and mathematics.

About this title

About the Author

Vydas Čekanavičius is a Professor of Mathematics at the Institute of Applied Mathematics, Faculty of Mathematics and Informatics, Vilnius University. He is the author of “Approximation Methods in Probability Theory”, Springer, 2016.

Dr S.Y. Novak works at Middlesex University London. He is the author of “Extreme value methods with applications to finance”, Chapman & Hall/CRC Press, 2011.

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 2024
• Language: English
• ISBN 10: 103276256X
• ISBN 13: 9781032762562
• Binding: Hardcover
• Edition number: 1
• Number of pages: 320