korolev_matematicheskie_osnovy_teorii_ri ska (korolev_matematicheskie_osnovy_teorii_riska.pdf), страница 99
Описание файла
PDF-файл из архива "korolev_matematicheskie_osnovy_teorii_riska.pdf", который расположен в категории "". Всё это находится в предмете "анализ рисков" из 11 семестр (3 семестр магистратуры), которые можно найти в файловом архиве МГУ им. Ломоносова. Не смотря на прямую связь этого архива с МГУ им. Ломоносова, его также можно найти и в других разделах. .
Просмотр PDF-файла онлайн
Текст 99 страницы из PDF
73, S. 205-216.247. H. U. Gerber. An Introduction to Mathematical Risk Theory. WhartonSchool University, Philadelphia, 1979.248. H. U. Gerber. On the numerical evaluation of the distribution of aggregateclaims and its stop-loss premiums. – Insurance: Mathem., Econom., 1982,vol. 1, p. 13-18.249.
H. U. Gerber. Error bounds for the compound Poisson approximation. –Insurance: Mathem., Econom., 1984, vol. 3, p. 191-194.582Литература250. B. V. Gnedenko and V. Yu. Korolev. Random Summation: Limit Theoremsand Applications. CRC Press, Boca Raton, FL, 1996.251. A. V. Godambe. On representation of Poisson mixtures as Poisson sumsand a characterization of the gamma distribution. – Math. Proc. CambridgePhil. Soc., 1977, vol. 82, p. 297-300.252.
C. M. Goldie. A class of infinitely divisible random variables. – Proc.Cambridge Phil. Soc., 1967, vol. 63, p. 1141-1143.253. I. J. Good. The population frequencies of species and the estimation ofpopulation parameters. – Biometrika, 1953, vol. 40, p. 237-260.254. M.
J. Goovaerts and R. Kaas. Evaluating compound generalized Poissondistributions recursively. – Astin Bulletin, 1991, vol. 21, No. 2, p. 193-197.255. M. J. Goovaerts, F. de Velger and J. Haezendonck. Insurance Premiums.Theory and Applications. North Holland, Amsterdam, 1984.256. J. Grandell. A note on the behaviour of the “tail” of the mixture-Poissondistribution. – Skand. AktuarTidskr., 1970, p. 76-77.257. J. Grandell. Doubly Stochastic Poisson Processes.
– Lecture Notes Math.,vol. 529, 1976.258. J. Grandell. Empirical bounds for ruin probabilities. – Stoch. ProcessesAppl., 1979, vol. 8, p. 243-255.259. J. Grandell. Aspects of Risk Theory. Springer, Berlin–New York, 1991.260. J. Grandell. Mixed Poisson Processes. Chapman and Hall, London, 1997.261. M. Greenwood and G.
U. Yule. An inquiry into the nature of frequencydistributions of multiple happenings, etc. – J. Roy. Statist. Soc., 1920, vol.83, p. 255-279.262. J. Gurland. Some interrelations among compound and generalizeddistributions. – Biometrika, 1957, vol. 44, p. 265-268.263. J. Gurland. A generalized class of contagious distributions. – Biometrics,1958, vol. 14, p. 229-249.264. A. Gut. Stopped Random Walks. Springer, New York, 1988.265.
J. Haezendonck and M. J. Goovaerts. A new premium calculation principlebased on Orlicz norms – Insurance: Mathem., Econom., 1989, vol. 8, p. 261267.266. F. A. Haight. Handbook of the Poisson Distribution. Wiley, New York, 1967.Литература583267. R. V. L. Hartley. Transmission of information. – Bell Syst. Techn. Journal,1928, p. 535-.268. C. C. Heyde. On the influence of moments on the rate of convergence tothe normal distribution. – Z. Wahrscheinlichkeitstheorie verw. Geb., 1967,Bd.
8, N. 1, S. 12-18.269. C. Hipp. Approximations of aggregate claims distributions by compoundPoisson distributions. – Insurance: Mathem., Econom., 1985, vol. 4, p. 227232.270. C. Hipp. Improved approximations for the aggregate claims distribution inthe individual model. – Astin Bull., 1986, vol.
16, p. 89–100.271. W. Hoeffding. Probability inequalities for sums of bounded randomvariables. – J. Amer. Statist. Assoc., 1963, vol. 58, No. 301, p. 13–20.272. M. S. Holla. On a Poisson-inverse Gaussian distribution. – Metrika, 1967,vol. 11, p. 115-121.273. P. L. Hsu. The approximate distributions of the mean and variance of asample of independent variables. – Ann. Math. Statist., 1945, Vol. 16, No.1, p. 1-29.274. D. L. Iglehart. Diffusion approximations in collective risk theory. – Journalof Applied Probability, 1969, vol. 6, p.
285-292.275. J. O. Irwin. The generalized Waring distribution applied to accident theory.– J. Royal Statist. Soc., Ser. A, 1968, vol. 130, p. 205-225.276. J. O. Irwin. The generalized Waring distribution. – J. Royal Statist. Soc.,Ser. A, 1975, vol. 138, p. 18-31, 204-227, 374-384.277. W. S. Jewell and B. Sundt. Improved approximations for the distribution ofa heterogeneous portfolio. – Mitteilungen der Vereinigung SchweizerischerVersicherrungsmathematiker, 1981, B. 81, S. 221-240.278. N. L. Johnson and S. Kotz. Distributions in Statistics: DiscreteDistributions. Houghton Mifflin Comp., Boston, 1969.279. N.
L. Johnson, S. Kotz and A. W. Kemp. Univariate Discrete Distributions.Wiley, New York, 1992.280. B. Jørgensen. Statistical properties of the generalized inverse Gaussiandistribution. – Lect. Notes Statist., vol. 9, 1982.281. V. Kalashnikov. Geometric Sums: Bounds for Rare Events withApplications.
Kluwer Academic Publishers, Dordrecht–Boston–London,1997.584Литература282. V. Kalashnikov and G. Tsitsiashvili. Tails of waiting times and theirbounds. – Queueing Systems, 1999, vol. 32, p. 257-283.283. O. Kallenberg. Characterization and convergence of random measures andpoint processes. – Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 1973,B. 27, S.
9-21.284. O. Kallenberg. Limits of compound and thinned point processes. – J.Applied Prob., 1975, vol. 12, p. 269-278.285. O. Kallenberg. Random Measures. 3rd ed. Akademie-Verlag, Berlin, andAcademic Press, New York, 1983.286. J. N. Kapur. Maximum-Entropy Models in Science and Engineering. –Wiley, New York, 1989.287. T. R. Kashaev and V.
Yu. Korolev. Natural estimates of the accuracy of theapproximation of the distributions of random sums by location mixturesof stable laws. – Journal of Mathematical Sciences, 2004, vol. 123, No. 1,p. 3741-3750.288. L. Katz. Unified treatment of a broad class of discrete probabilitydistributions.
– in: G. Patil (Ed.). Classical and ContagiousDiscrete Distributions. Statistical Publishing Society/Pergamon Press,Calcutta/Oxford, 1965, p. 175-182.289. M. G. Kendall. The analysis of economic time series: Part I, Prices. – J.Royal Statist. Soc., 1953, vol. 96, p. 11-25.290. A. W. Kemp and C.
D. Kemp. Some properties of Hermite distribution. –Biometrika, 1965, vol. 52, p. 381-394.291. J. Kerstan, K. Matthes and J. Mecke. Infinitely Divisible Point Processes.– Wiley, Chichester, 1978.292. J. F. C. Kingman. On doubly stochastic Poisson processes. – Proc.Cambridge Philos. Soc., 1964, vol. 60, No. 4, p. 923-930.293. B.
Kling and M. J. Goovaerts. A note on compound generalizeddistributions. – Scand. Actuar. J., 1993, p. 60-72.294. P. Kornya. Distribution of aggregate claims in the individual risk theorymodel. – Trans. Society of Actuaries.
1983, vol. 35, p. 823-836.295. V. Yu. Korolev. A general theorem on the limit behavior of superpositionsof independent random processes with applications to Cox processes. –Journal of Mathematical Sciences, 1996, vol. 81, No. 5, p. 2951-2956.Литература585296. V. Yu. Korolev and E. V. Kossova. On limit distributions of randomlyindexed multidimensional random sequences with an operator normalization.
– Journal of Mathematical Sciences, 1992, vol. 72, No. 1, p. 2915-2929.297. V. Yu. Korolev and E. V. Kossova. Convergence of multidimensional random sequences with independent random indices. – Journal ofMathematical Sciences, 1995, vol. 76, No. 2, p. 2259-2268.298. V. Yu. Korolev and A. A. Kudryavtsev. Limit theorems for generalized riskprocesses in Skorokhod space. – in: Международная конференция “Колмогоров и современная математика” (Москва, 16-21 июня 2003 г.).Тезисы докладов. Механико-математический факультет МГУ, Москва,2003 г., с. 482-483.299. V.
Yu. Korolev and A. A. Kudryavtsev. Transfer theorem for generalizedrisk processes. – Journal of Mathematical Sciences, 2004, vol. 119, No. 3,p. 303-306.300. V. Yu. Korolev and A. A. Kudryavtsev. The asymptotic behavior of thereserve of an insurance company described by the generalized risk process.– Journal of Mathematical Sciences, 2004, vol. 123, No. 1, p. 3751-3766.301. V. Yu. Korolev and S. Ya.
Shorgin. On the absolute constant in theremainder term estimate in the central limit theorem for Poisson randomsums. – in: Probabilistic Methods in Discrete Mathematics, Proceedings ofthe Fourth International Petrozavodsk Conference. VSP, Utrecht, 1997, p.305-308.302. V. Yu. Korolev and N. N. Skvortsova (Eds.) Stochastic Models of StructuralPlasma Turbulence. VSP, Leiden–Boston, 2006.303. V. M.
Kruglov and A. N. Titov. Mixtures of probability distributions. –Lect. Notes Math., 1988, v. 1233, p. 41–56.304. J. Kupper. Some aspects of cumulative risk. – Astin Bull., 1965, vol. 3, p.85-103.305. L. LeCam. An approximation theorem for the Poisson binomialdistribution. – Pacif. J. Math., 1960, vol. 19, No. 3, p.
1181-1197.306. L. LeCam. On the distribution of sums of independent random variables.– in: Bernoulli, Bayes, Laplace (anniversary volume). Springer, Berlin –Heidelberg – New York, 1965, p. 179-202.307. H. Linhart and W. Zucchini. Model Seclection. Wiley, New York, 1986.308. O. Lundberg. On Random Processes and and their Application to Sicknessand Accident Statistics. Almqvist & Wiksell, Uppsala, 1964 (1st ed. 1940).586Литература309. B. B.
Mandelbrot. The variation of certain speculative prices. – J. Business,1963, vol. 36, p. 394-419.310. B. B. Mandelbrot. The variation of some other speculative prices. – J.Business, 1967, vol. 40, p. 393-413.311. G. Maruyama.
On the Poisson distribution derived from independentrandom walks. – Natur. Sci. Rep. Ochanomiza Univ., 1955, vol. 6, p. 16.312. J. A. McFadden. The mixed Poisson processes. – Sankhya, Ser. A, 1965,vol. 27, p. 83-92.313. J. Mecke.