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Approximation Formulae For Compound Poisson Processes For Some Kind Of Claim Distributions Having A Prescribed Asymptotic Behavior
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Book Synopsis Approximation Formulae for Compound Poisson Processes for Some Kind of Claim Distributions Having a Prescribed Asymptotic Behavior by : P. Van Goethem
Download or read book Approximation Formulae for Compound Poisson Processes for Some Kind of Claim Distributions Having a Prescribed Asymptotic Behavior written by P. Van Goethem and published by . This book was released on 1977 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Approximation Formulae for Compound Poisson Processes for Some Kind of Claim Distributions Having a Prescribed Asymptotic Behaviour by : P Van Goethem
Download or read book Approximation Formulae for Compound Poisson Processes for Some Kind of Claim Distributions Having a Prescribed Asymptotic Behaviour written by P Van Goethem and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Approximation Formulae for Compound Poisson Processes in Case of Claim Distributions Having Infinite Variance Or Infinite Mean by : P. Van Goethem
Download or read book Approximation Formulae for Compound Poisson Processes in Case of Claim Distributions Having Infinite Variance Or Infinite Mean written by P. Van Goethem and published by . This book was released on 1979 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Approximation Formulae for Compound Poisson Processes in Case of Claim Distributions Having Infinite Variance Or Infinite Mean by : P. van Goethem
Download or read book Approximation Formulae for Compound Poisson Processes in Case of Claim Distributions Having Infinite Variance Or Infinite Mean written by P. van Goethem and published by . This book was released on 1977 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Reviews written by and published by . This book was released on 2008 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Modern Problems of Stochastic Analysis and Statistics by : Vladimir Panov
Download or read book Modern Problems of Stochastic Analysis and Statistics written by Vladimir Panov and published by Springer. This book was released on 2017-11-21 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
Book Synopsis Compound Poisson Approximation by : V. Čekanavičius
Download or read book Compound Poisson Approximation written by V. Čekanavičius and published by CRC Press. This book was released on 2024-08-21 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, and more. Compound Poisson Approximation synthesizes the most important recent research in the field in a single volume. With an extensive list of references, open problems, and exercises, it will become the standard reference book on the topic. Features • Provides a comprehensive overview of this rapidly expanding field • Synthesizes the most important research results of recent years • Presents an array of special topics • Provides the reader with a set of tools needed for research and education The book is of interest to researchers and postgraduate students from probability, statistics, and mathematics.
Book Synopsis Lundberg Approximations for Compound Distributions with Insurance Applications by : Gordon E. Willmot
Download or read book Lundberg Approximations for Compound Distributions with Insurance Applications written by Gordon E. Willmot and published by Springer Science & Business Media. This book was released on 2001 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph discusses Lundberg approximations for compound distributions with special emphasis on applications in insurance risk modeling. These distributions are somewhat awkward from an analytic standpoint, but play a central role in insurance and other areas of applied probability modeling such as queueing theory. Consequently, the material is of interest to researchers and graduate students interested in these areas. The material is self-contained, but an introductory course in insurance risk theory is beneficial to prospective readers. Lundberg asymptotics and bounds have a long history in connection with ruin probabilities and waiting time distributions in queueing theory, and have more recently been extended to compound distributions. This connection has its roots in the compound geometric representation of the ruin probabilities and waiting time distributions. A systematic treatment of these approximations is provided, drawing heavily on monotonicity ideas from reliability theory. The results are then applied to the solution of defective renewal equations, analysis of the time and severity of insurance ruin, and renewal risk models, which may also be viewed in terms of the equilibrium waiting time distribution in the G/G/1 queue. Many known results are derived and extended so that much of the material has not appeared elsewhere in the literature. A unique feature involves the use of elementary analytic techniques which require only undergraduate mathematics as a prerequisite. New proofs of many results are given, and an extensive bibliography is provided. Gordon Willmot is Professor of Statistics and Actuarial Science at the University of Waterloo. His research interests are in insurance risk and queueing theory. He is an associate editor of the North American Actuarial Journal.
Book Synopsis Asymptotic Approximations for Probability Integrals by : Karl W. Breitung
Download or read book Asymptotic Approximations for Probability Integrals written by Karl W. Breitung and published by Springer. This book was released on 2006-11-14 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists. A collection of results of the Laplace methods is given. Such methods are useful for example in reliability, statistics, theoretical physics and information theory. An important special case is the approximation of multidimensional normal integrals. Here the relation between the differential geometry of the boundary of the integration domain and the asymptotic probability content is derived. One of the most important applications of these methods is in structural reliability. Engineers working in this field will find here a complete outline of asymptotic approximation methods for failure probability integrals.
Book Synopsis Lectures on the Poisson Process by : Günter Last
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Book Synopsis Approximations to the Poisson, Binomial and Hypergeometric Distribution Functions by : W. Molenaar
Download or read book Approximations to the Poisson, Binomial and Hypergeometric Distribution Functions written by W. Molenaar and published by . This book was released on 1970 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Introduction to Stein's Method by : A. D. Barbour
Download or read book An Introduction to Stein's Method written by A. D. Barbour and published by World Scientific. This book was released on 2005 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there in principle any restriction on the distribution to be approximated; it can equally well be normal, or Poisson, or that of the whole path of a random process, though the techniques have so far been worked out in much more detail for the classical approximation theorems.This volume of lecture notes provides a detailed introduction to the theory and application of Stein's method, in a form suitable for graduate students who want to acquaint themselves with the method. It includes chapters treating normal, Poisson and compound Poisson approximation, approximation by Poisson processes, and approximation by an arbitrary distribution, written by experts in the different fields. The lectures take the reader from the very basics of Stein's method to the limits of current knowledge.
Book Synopsis Dissertation Abstracts International by :
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2006 with total page 780 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Probability Theory Subject Indexes from Mathematical Reviews by : American Mathematical Society
Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Report written by Ove Ditlevsen and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Ruin Probabilities by : S?ren Asmussen
Download or read book Ruin Probabilities written by S?ren Asmussen and published by World Scientific. This book was released on 2010 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber?Shiu functions and dependence.
Book Synopsis Probability Approximations via the Poisson Clumping Heuristic by : David Aldous
Download or read book Probability Approximations via the Poisson Clumping Heuristic written by David Aldous and published by Springer. This book was released on 2010-12-01 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sample paths have local maxima but not points of increase, and how nearly do they have points of increase? Given two long strings of letters drawn i. i. d. from a finite alphabet, how long is the longest consecutive (resp. non-consecutive) substring appearing in both strings? If an imaginary particle performs a simple random walk on the vertices of a high-dimensional cube, how long does it take to visit every vertex? If a particle moves under the influence of a potential field and random perturbations of velocity, how long does it take to escape from a deep potential well? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey? If you take a large i. i. d. sample from a 2-dimensional rotationally-invariant distribution, what is the maximum over all half-spaces of the deviation between the empirical and true distributions? These questions cover a wide cross-section of theoretical and applied probability. The common theme is that they all deal with maxima or min ima, in some sense.
