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
Modern Probability & Statistics

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