Generalized Poisson Models and their Applications in Insurance and Finance: 7 (Modern Probability & Statistics) - Hardcover

Bening, Vladimir E.; Korolev, Victor Yu.

Hardcover

ISBN 10: 9067643661 ISBN 13: 9789067643665

Publisher: VSP International Science Publishers, 2002

Synopsis

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

About this title

Review

'[...] this book contains a wealth of material that will make it very useful to researchers working with Poisson models and their applications, in particular in insurance and finance. ...' Martin Schweizer (Zurich), Zentralblatt MATH, 1041, 2004

Synopsis

A presentation of the state-of-the-art in the field of compound Cox processes and their applications in insurance and finance. Besides a review of well-known classical results on compound and mixed Poisson processes and risk theory, it contains many more recently obtained results by the authors.

Edition details

• Publisher: VSP International Science Publishers
• Publication date: 2002
• Language: English
• ISBN 10: 9067643661
• ISBN 13: 9789067643665
• Binding: Hardcover
• Number of pages: 453