Mixed Poisson processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London [u.a.]
Chapman & Hall
1997
|
| Ausgabe: | 1. ed. |
| Schriftenreihe: | Monographs on statistics and applied probability
77 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | XI, 268 S. |
| ISBN: | 9780412787003 0412787008 |
Internformat
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| 250 | |a 1. ed. | ||
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Datensatz im Suchindex
| _version_ | 1804125878363357184 |
|---|---|
| adam_text | Contents
Preface
ix
1
Introduction
1
2
The mixed
Poisson
distribution
13
3
Some basic concepts
51
4
The mixed
Poisson
process
59
5
Some related processes
83
5.1
Cox processes
83
5.2
Gauss-Poisson processes
87
5.3
Mixed renewal processes
93
6
Characterization of mixed
Poisson
processes
101
6.1
Characterization within birth processes
102
6.2
Characterization within stationary point processes
112
6.3
Characterization within general point processes
120
7
Reliability properties of mixed
Poisson
processes
133
8
Compound mixed
Poisson
distributions
145
8.1
Compound distributions
145
8.2
Exponential bounds
171
8.3
Asymptotic behaviour
178
8.4
Recursive evaluation
189
9
The risk business
207
9.1
The claim process
209
9.2
Ruin probabilities
215
References and author index
249
List of notation
261
Subject index
265
Mixed
Poisson
Processes
Jan Grandell
Mixed
Poisson
processes have until now been studied by scientists
primarily interested in either insurance mathematics or point
processes. Often work in one area has been carried out without
knowledge of the other. Mixed
Poisson
Processes is the first book to
be totally devoted to combining both these areas.
The book concentrates on two main themes, and distinguishes
between the notions of distributions and processes. The first part
gives special emphasis to the estimation of the underlying intensity,
thinning, infinite divisibility and reliability properties. The
second part is, to a greater extent, based on Lundberg s thesis.
Many newer results, such as characterizations in terms of
thinning, random translations, Palm probabilities and symmetric
distributions are given. Models for the risk fluctuations in an
insurance company are considered in some detail.
Combining a rigorous mathematical approach with an informal
discursive style, this book will be an invaluable source for
probabilists, applied probabilists and actuaries, as well as graduate
students and scientists in these areas.
|
| any_adam_object | 1 |
| author | Grandell, Jan |
| author_facet | Grandell, Jan |
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| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| discipline | Mathematik |
| edition | 1. ed. |
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| id | DE-604.BV011369111 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:08:33Z |
| institution | BVB |
| isbn | 9780412787003 0412787008 |
| language | English |
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| physical | XI, 268 S. |
| publishDate | 1997 |
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| publisher | Chapman & Hall |
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| series | Monographs on statistics and applied probability |
| series2 | Monographs on statistics and applied probability |
| spelling | Grandell, Jan Verfasser aut Mixed Poisson processes Jan Grandell 1. ed. London [u.a.] Chapman & Hall 1997 XI, 268 S. txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 77 Poisson, Processus de Poissonverdeling gtt Processos estocasticos especiais larpcal Poisson processes Statistik (DE-588)4056995-0 gnd rswk-swf Poisson-Prozess (DE-588)4174971-6 gnd rswk-swf Poisson-Prozess (DE-588)4174971-6 s Statistik (DE-588)4056995-0 s DE-604 Monographs on statistics and applied probability 77 (DE-604)BV002494005 77 Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007639445&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007639445&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Grandell, Jan Mixed Poisson processes Monographs on statistics and applied probability Poisson, Processus de Poissonverdeling gtt Processos estocasticos especiais larpcal Poisson processes Statistik (DE-588)4056995-0 gnd Poisson-Prozess (DE-588)4174971-6 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4174971-6 |
| title | Mixed Poisson processes |
| title_auth | Mixed Poisson processes |
| title_exact_search | Mixed Poisson processes |
| title_full | Mixed Poisson processes Jan Grandell |
| title_fullStr | Mixed Poisson processes Jan Grandell |
| title_full_unstemmed | Mixed Poisson processes Jan Grandell |
| title_short | Mixed Poisson processes |
| title_sort | mixed poisson processes |
| topic | Poisson, Processus de Poissonverdeling gtt Processos estocasticos especiais larpcal Poisson processes Statistik (DE-588)4056995-0 gnd Poisson-Prozess (DE-588)4174971-6 gnd |
| topic_facet | Poisson, Processus de Poissonverdeling Processos estocasticos especiais Poisson processes Statistik Poisson-Prozess |
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