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Bibliographic Details
Main Author:	Dettweiler, Egbert 1943-2022 (Author)
Format:	Book
Language:	English
Published:	Leipzig Ed. am Gutenbergplatz 2004
Series:	Eagle 8 : Eagle-Lecture
Subjects:	Stochastischer Prozess Risikoprozess Punktprozess
Online Access:	Inhaltsverzeichnis
Physical Description:	207 S.
ISBN:	3937219080

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MARC


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Record in the Search Index

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adam_text	EGBERT DETTWEILER RISK PROCESSES EAG. IE EDITION AM GUTENBERGPLATZ LEIPZIG CONTENTS INTRODUCTION 9 1 STOCHASTIC PROCESSES 13 1.1 STOCHASTIC PROCESSES AND FILTRATIONS 13 1.2 STOPPING TIMES 19 1.3 MARTINGALES 24 1.4 REFERENCES 34 2 CLAIM NUMBER PROCESSES 35 2.1 CLAIM ARRIVAL AND CLAIM NUMBER PROCESSES 35 2.2 EXISTENCE AND UNIQUENESS 41 2.3 POISSON PROCESSES 68 2.4 MARKOVIAN CLAIM NUMBER PROCESSES 77 2.5 MIXED CLAIM NUMBER PROCESSES 88 2.6 REFERENCES 97 3 RISK PROCESSES 98 3.1 THE GENERAL RISK PROCESS 98 3.2 EXISTENCE AND UNIQUENESS 105 3.3 MARKOVIAN RISK PROCESSES 117 3.4 MIXED RISK PROCESSES 125 3.5 REFERENCES 133 4 ANALYSIS OF RISK PROCESSES 134 4.1 THINNING OF RISK PROCESSES 134 4.2 SUPERPOSITION OF RISK PROCESSES 140 4.3 STOCHASTIC INTEGRATION 147 4.4 THE ITO FORMULA 154 4.5 A STRONG LAW OF LARGE NUMBERS 160 4.6 REFERENCES 165 8 CONTENTS 5 THE RUIN PROBLEM 166 5.1 THE RESERVE PROCESS AND THE RUIN PROBLEM 166 5.2 BOUNDS FOR THE RUIN PROBABILITIES 170 5.3 APPLICATIONS TO SPECIAL RISK PROCESSES 181 5.4 REFERENCES 188 A APPENDIX 189 A.I CONDITIONAL EXPECTATIONS 189 A.2 KERNELS 194 A.3 LEBESGUE-STIELTJES INTEGRATION 196 BIBLIOGRAPHY 202 INDEX 204
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author	Dettweiler, Egbert 1943-2022
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illustrated	Not Illustrated
indexdate	2024-07-09T20:01:14Z
institution	BVB
isbn	3937219080
language	English
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physical	207 S.
publishDate	2004
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publishDateSort	2004
publisher	Ed. am Gutenbergplatz
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series	Eagle
series2	Eagle
spelling	Dettweiler, Egbert 1943-2022 Verfasser (DE-588)107401924 aut Risk processes Egbert Dettweiler Leipzig Ed. am Gutenbergplatz 2004 207 S. txt rdacontent n rdamedia nc rdacarrier Eagle 8 : Eagle-Lecture Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Risikoprozess (DE-588)4247912-5 gnd rswk-swf Punktprozess (DE-588)4138173-7 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Punktprozess (DE-588)4138173-7 s Risikoprozess (DE-588)4247912-5 s DE-604 Eagle 8 : Eagle-Lecture (DE-604)BV042206145 8 HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012939016&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Dettweiler, Egbert 1943-2022 Risk processes Eagle Stochastischer Prozess (DE-588)4057630-9 gnd Risikoprozess (DE-588)4247912-5 gnd Punktprozess (DE-588)4138173-7 gnd
subject_GND	(DE-588)4057630-9 (DE-588)4247912-5 (DE-588)4138173-7
title	Risk processes
title_auth	Risk processes
title_exact_search	Risk processes
title_full	Risk processes Egbert Dettweiler
title_fullStr	Risk processes Egbert Dettweiler
title_full_unstemmed	Risk processes Egbert Dettweiler
title_short	Risk processes
title_sort	risk processes
topic	Stochastischer Prozess (DE-588)4057630-9 gnd Risikoprozess (DE-588)4247912-5 gnd Punktprozess (DE-588)4138173-7 gnd
topic_facet	Stochastischer Prozess Risikoprozess Punktprozess
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012939016&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV042206145
work_keys_str_mv	AT dettweileregbert riskprocesses

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