Generalized Poisson Models & Their

Applications in Insurance & Finance

By Vladimir E. Benning & Victor Yu. Korolev

December 2002

VSP

ISBN: 90-6764-366-1

453 pages, Illustrated, 6 5/16 x 9 5/8"

$295.00 hardcover

Contents include: Basic notions of probability theory. Poisson Process. Convergence of superpositions of independent stochastic processes. Compound Poisson distributions. Classical risk processes. Doubly stochastic Poisson processes (Cox processes). Compound Cox processes with zero mean. Modeling evolution of stock prices by compound Cox processes. Compound Cox processes with non-zero mean. Functional limit theorems for compound Cox processes. Generalized risk processes. Statistical inference concerning the parameters of risk processes. Bibliography.

Mathematics

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