Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download On Homogenous Random Processes And Collective Risk Theory full books in PDF, epub, and Kindle. Read online On Homogenous Random Processes And Collective Risk Theory ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Carl Otto Segerdahl
Publisher :
ISBN 13 :
Total Pages : 146 pages
Book Rating : 4.3/5 (91 download)
Download or read book On Homogenous Random Processes and Collective Risk Theory written by Carl Otto Segerdahl and published by . This book was released on 1939 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carl-Otto Segerdahl
Publisher :
ISBN 13 :
Total Pages : 131 pages
Book Rating : 4.:/5 (772 download)
Download or read book Om Homogeneous Random Processes and Collective Risk Theory written by Carl-Otto Segerdahl and published by . This book was released on 1939 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carl Otto Segerdahl
Publisher :
ISBN 13 : 9780598449252
Total Pages : 131 pages
Book Rating : 4.4/5 (492 download)
Download or read book On Homogeneous Random Processes and Collective Risk Theory written by Carl Otto Segerdahl and published by . This book was released on 1939 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carl Otto Segerdahl
Publisher :
ISBN 13 :
Total Pages : 144 pages
Book Rating : 4.4/5 (91 download)
Download or read book On Homogeneous Random Processes and Collective Risk Theory written by Carl Otto Segerdahl and published by . This book was released on 1939 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Harald Cramér
Publisher :
ISBN 13 :
Total Pages : 98 pages
Book Rating : 4.3/5 (91 download)
Download or read book Collective Risk Theory written by Harald Cramér and published by . This book was released on 1955 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Igor N. Kovalenko
Publisher : CRC Press
ISBN 13 : 9780849328701
Total Pages : 456 pages
Book Rating : 4.3/5 (287 download)
Download or read book Models of Random Processes written by Igor N. Kovalenko and published by CRC Press. This book was released on 1996-07-08 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Devising and investigating random processes that describe mathematical models of phenomena is a major aspect of probability theory applications. Stochastic methods have penetrated into an unimaginably wide scope of problems encountered by researchers who need stochastic methods to solve problems and further their studies. This handbook supplies the knowledge you need on the modern theory of random processes. Packed with methods, Models of Random Processes: A Handbook for Mathematicians and Engineers presents definitions and properties on such widespread processes as Poisson, Markov, semi-Markov, Gaussian, and branching processes, and on special processes such as cluster, self-exiting, double stochastic Poisson, Gauss-Poisson, and extremal processes occurring in a variety of different practical problems. The handbook is based on an axiomatic definition of probability space, with strict definitions and constructions of random processes. Emphasis is placed on the constructive definition of each class of random processes, so that a process is explicitly defined by a sequence of independent random variables and can easily be implemented into the modelling. Models of Random Processes: A Handbook for Mathematicians and Engineers will be useful to researchers, engineers, postgraduate students and teachers in the fields of mathematics, physics, engineering, operations research, system analysis, econometrics, and many others.
Author : A. V. Skorokhod
Publisher : Courier Corporation
ISBN 13 : 0486781461
Total Pages : 209 pages
Book Rating : 4.4/5 (867 download)
Download or read book Studies in the Theory of Random Processes written by A. V. Skorokhod and published by Courier Corporation. This book was released on 2014-07-28 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three-part treatment introduces basics plus theory of stochastic differential equations and various limit theorems connected with convergence of sequence of Markov chains to Markov process with continuous time. 1965 edition.
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)
Download or read book Collective Risk Theory. A Survey of the Theory from the Point of View of the Theory of Stochastic Processes written by and published by . This book was released on 1955 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jan Grandell
Publisher : Springer
ISBN 13 : 9780387973685
Total Pages : 0 pages
Book Rating : 4.9/5 (736 download)
Download or read book Aspects of Risk Theory written by Jan Grandell and published by Springer. This book was released on 1992-09-03 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process and the cost of the claims by a sequence of random variables. This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes. In the Cox case the possibility of risk fluctuation is explicitly taken into account. The presentation is based on modern probabilistic methods rather than on analytic methods. The theory is accompanied with discussions on practical evaluation of ruin probabilities and statistical estimation. Many numerical illustrations of the results are given.
Author : Stanford University. Applied Mathematics and Statistics Laboratory
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.F/5 ( download)
Download or read book Diffusion Approximations in Collective Risk Theory written by Stanford University. Applied Mathematics and Statistics Laboratory and published by . This book was released on 1968 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collective risk theory is concerned with the random fluctuations of the total assets of an insurance company. The company has an initial capital u and policyholders pay a gross risk premium of a per unit time. At the jumps of a renewal process claims are made against the company for random amounts with the average claim being mu. A sequence of risk reserve processes which measure the companies assets at time t are defined and the theory of weak convergence of probability measures on function spaces is applied to show that the sequence converges weakly to a limiting diffusion process. This diffusion is Brownian motion with a drift. Weak convergence theory also yields a limit theorem for the distribution of time to ruin. The density for this limit distribution is given explicitly. (Author).
Author : Yurii A. Rozanov
Publisher : Springer Science & Business Media
ISBN 13 : 3642727174
Total Pages : 127 pages
Book Rating : 4.6/5 (427 download)
Download or read book Introduction to Random Processes written by Yurii A. Rozanov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fundamental problem can be briefly circumscribed in the following way: given some relatively simple characteristics of a process, compute the probability of another event which may be very complicated; or estimate a random variable which is related to the behaviour of the process. The models that we consider are chosen in such a way that it is possible to discuss the different methods of the theory of random processes by referring to these models. The book starts with a treatment of homogeneous Markov processes with a countable number of states. The main topic is the ergodic theorem, the method of Kolmogorov's differential equations (Secs. 1-4) and the Brownian motion process, the connecting link being the transition from Kolmogorov's differential-difference equations for random walk to a limit diffusion equation (Sec. 5).
Author : Hans U. Gerber
Publisher :
ISBN 13 :
Total Pages : 188 pages
Book Rating : 4.3/5 (91 download)
Download or read book An Introduction to Mathematical Risk Theory written by Hans U. Gerber and published by . This book was released on 1979 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : E. Wong
Publisher : Springer Science & Business Media
ISBN 13 : 1475717954
Total Pages : 183 pages
Book Rating : 4.4/5 (757 download)
Download or read book Introduction to Random Processes written by E. Wong and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Zbigniew Michna
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (924 download)
Download or read book Self-similar Processes in Collective Risk Theory written by Zbigniew Michna and published by . This book was released on 1996 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Syski
Publisher : CRC Press
ISBN 13 : 1000147304
Total Pages : 446 pages
Book Rating : 4.0/5 (1 download)
Download or read book Random Processes written by Syski and published by CRC Press. This book was released on 2020-10-29 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops appreciation of the ingenuity involved in the mathematical treatment of random phenomena, and of the power of the mathematical methods employed in the solution of applied problems. It is intended to students interested in applications of probability to their disciplines.
Author : Iosif Ilʹich Gikhman
Publisher :
ISBN 13 :
Total Pages : 544 pages
Book Rating : 4.3/5 (91 download)
Download or read book Introduction to the Theory of Random Processes written by Iosif Ilʹich Gikhman and published by . This book was released on 1969 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Karel Jansen
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (91 download)
Download or read book Random Processes in Risk Theory written by Karel Jansen and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
