Items related to Generalized Poisson Models and their Applications in...

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

Bening, Vladimir E.; Korolev, Victor Yu.

 
9789067643665: Generalized Poisson Models and their Applications in Insurance and Finance: 7 (Modern Probability & Statistics)
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.

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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.

"About this title" may belong to another edition of this title.

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