商品簡介
Previous studies have focused on either insurance mathematics or point processes, but Grandell (mathematical statistics, Royal Institute of Technology, Stockholm) combines them. He first discusses the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. Then he draws on Lundberg's thesis and reports newer results such as characterizations in terms of thinning, random translation, Palm probabilities, and symmetric distributions. He also provides detailed models for risk fluctuation in an insurance company. Annotation c. by Book News, Inc., Portland, Or.
