korolev_matematicheskie_osnovy_teorii_ri ska (811435), страница 100
Текст из файла (страница 100)
A characterization of mixed Poisson processes. – Rev. RoumaineMath. Pures et Appl., 1976, vol. 21, p. 1355-1360.314. P. Medgyessy. Decomposition of Superpositions of Distribution Functions.Publishing House of the Hungarian Academy of Sciences, Budapest, 1961.315. R. Michel. On Berry–Esseen results for the compound Poisson distribution.– Insurance: Math. Econom., 1986, vol. 13, No.
1, p. 35–37.316. R. Michel. An improved error bound for the compound Poissonapproximation of a nearly homogeneous portfolio. – Astin Bull., 1988,vol. 17, p. 165-169.317. W. Molenaar. Approximations to the Poisson, binomial and hypergeometric distribution functions. – Mathematical Centre Report, Amsterdam,1970.318. F. Mosteller. On some useful “inefficient” statistics. – Ann. Math. Stat.,1946, vol. 17, p. 377-408.319. S.
V. Nagaev. Large deviations of sums of independent random variables. –Ann. Probab., 1979, v. 7, №5, p. 745–789.320. K. Nawrotzki. Ein Grenzwertsatz für homogene zuffälige Punktfolgen. –Math. Nachr., 1962, vol. 24, p. 201-217.321. J. Neyman. On a new class of “contagious"distributions, applicable inentomology and bacteriology. – Ann. Math. Statist., 1939, vol. 10, p.
35-57.322. P. Ottestad. On certain compound frequency distribution. – Skand.AktuarTidskr., 1944, p. 32-42.323. H. Paditz. Über eine Fehlerabschätzung im zentralen Grenzwertsatz. –Wiss. Z. Hochschule für Verkehswesen “Friedrich List”. Dresden. 1986, B.33, H. 2, S. 399-404.Литература587324. L. Paditz. On the analytical structure of the constant in the nonuniformversion of the Esseen inequality.
– Statistics (Akademie–Verlag, Berlin),1989, Vol. 20, No. 3, p. 453-464.325. H. Paditz. On the error-bound in the nonuniform version of Esseen’sinequality in the Lp -metric. – Statistics, 1996, vol. 27, p. 379-394.326. A. Pakes. On the tails of waiting-time distributions. – Journal of AppliedProbability, 1975, vol. 12, p.
555-564.327. H. H. Panjer. The aggregate claims distribution and Stop-Loss reinsurance.– Transactions of the Society of Actuaries, 1980, vol. 32, p. 523-535.328. H. H. Panjer. Recursive evaluation of a family of compound distributions.– Astin Bull., 1981, vol. 12, p. 22-26.329.
H. H. Panjer and G. E. Willmot. Insurance Risk Models. The Society ofActuaries, Schaumburg, IL, 1992.330. H. H. Panjer and G. E. Willmot. Computational techniques in reinsurancemodels – Trans. XXII International Congress of Actuaries. 1984, vol. 4, p.111-120.331. H. H. Panjer and G. E. Willmot.
Computational aspects of recursiveevaluation of compound distributions. – Insurance: Math., Econom., 1986,vol. 5, p. 113-116.332. D. Pfeifer. A semigroup setting for distance measures in connection withPoisson approximation. – Semigroup Forum, 1985, vol. 31, p. 199-203.333. H. Pollaczek-Geiringer. Über die Poissonishe Verteilung und dieEntwicklung willkürlicher Verteilungen. – Zeitschrift für AngewandteMathematik und Mechanik, 1928, vol.
8, p. 292-309.334. P. Praetz. The distribution of share prices changes. – J. Business, 1972,vol. 45, p. 49-55.335. H. Prawitz. Limits for a distribution, if the characteristic function is givenin a finite domain. – Skand. AktuarTidskr., 1972, p. 138-154.336. N. de Pril. On the exact computation of the aggregate claims distributionin the individual life model. – Astin Bull., 1986, vol. 16, p. 109-112.337. N. de Pril. The aggregate claims distribution in the individual model witharbitrary positive claims. – Astin Bull., 1989, vol. 19, p. 9-24.338.
P. S. Puri and C. M. Goldie. Poisson mixtures and quasi-infinite divisibilityof distributions. – J. Appl. Probab., 1979, vol. 16, p. 138-153.588Литература339. H.-J. Rossberg and G. Siegel. Die Bedeutung von KingmansIntegralunggleichungen bei der Approximation der stationären Wartezeitverteilung im Modell GI|G|1 mit und ohne Verzögerung beim Beginneiner Beschäftigungsperiode.
– Math. Operationsforsh. Statist., 1974, B. 5,S. 687-699.340. M. H. Quenouille. A relation between the logarithmic, Poisson and negativebinomial series. – Biometrics, 1949, vol. 5, p. 162-164.341. W. Quinkert. Die kollektive Risikotheorie unter Berücksichtigungschwankender Grundwahrscheinlichkeiten mit endlichen Schwankungsbereich. Diss. University of Cologne, Cologne, 1957.342.
P. S. Puri and C. M. Goldie. Poisson mixtures and quasi-infinite divisibilityof distributions. – J. Appl. Probab., 1979, vol. 16, p. 138-153.343. A. Rényi. A poisson-folyamat egy jellemzese. – Magyar tud. acad. Mat.Kutato int. Közl., 1956, vol. 1, No. 4, p. 519-527.344. A. Rényi. On an extremal property of the Poisson process.
– Annals of theInstitute of Statistical Mathematics, 1964, vol. 16, p. 129-133.345. T. Rolski, H.-P. Schmidli, V. Schmidt and J. Teugels. Stochastic Processesfor Insurance and Finance. Wiley, Chichester, 1999.346. H. Rootzén. A Note on the Central Limit Theorem for Doubly StochasticPoisson Processes, Techn. Report, The University of North Carolina, 1975.347. H.
Rootzén. A note on the central limit theorem for doubly stochasticPoisson processes. – Journal of Applied Probability, 1976, vol. 13, No. 4, p.809-813.348. M. Ruohonen. On a model for the claim number process. – Astin Bull.,1988, vol. 18, p. 57-68.349. G. Samorodnitsky and M. S. Taqqu. Stable Non-Gaussian RandomProcesses, Stochastic Models with Infinite Variance, Chapman and Hall,New York, 1994.350. K. J. Schröter. On a family of counting distributions and recursions forrelated compound distributions.
– Scand. Actuar. J., 1990, p. 161-195.351. H. Seal. Survival Probabilities. The Goal of Risk Theory. Wiley, Chichester– New York – Brisbane – Toronto, 1978.352. H. Seal. Stochastic Theory of a Risk Business. Wiley, New York, 1969.353. C.-O. Segerdahl. When does ruin occur in the collective theory of risk. –Scand. Actuarial J., 1955, p. 22-36.Литература589354. V. V. Senatov. Normal Approximation: New Results, Methods andProblems. VSP, Utrecht, 1998.355.
S. Ya. Shorgin. Asymptotic analysis of an individual risk model withrandom insurance premiums. – J. Math. Sciences, 1996, vol. 81, No. 5,p. 3000-3004.356. S. Ya. Shorgin. Conditions of the existence of arithmetic random variableswith given two moments. – In: Probabilistic Methods in Discrete Mathematics, Proceedings of the Fourth International Petrozavodsk Conference.VSP, Utrecht, 1997.357.
S. Ya. Shorgin. Asymptotic estimates of insurance tariffs in the individualrisk model. – J. Math. Sciences, 1998, vol. 89, No. 5, p. 1559-1569.358. S. Ya. Shorgin. Exponential bounds for generalized Poisson distributions.– J. Math. Sciences, 1998, vol. 91, No.
3, p. 2984-2989.359. S. Ya. Shorgin. Guaranteed bounds for insurance premium rates for theinsurance portfolio of factorizable claims. – J. Math. Sciences, 1999, vol. 93,No. 4, p. 582-590.360. H. S. Sichel. On a family of discrete distributions particular suited torepresent long tailed frequency data. – in: Proc. 3rd Symp. on MathematicalStatistics. Ed. by N. F. Laubscher. CSIR, Pretoria, 1971, p. 51-97.361. H. S. Sichel. On a distribution representing sentence-length in writtenprose.
– J. Roy. Statist. Soc., Ser. A, 1974, vol. 137, p. 25-34.362. H. S. Sichel. On a distribution law for word frequencies. – J. Amer. Statist.Assoc., 1975, vol. 70, p. 542-547.363. J. G. Skellam. Studies in statistical ecology. I. Spatial pattern. –Biometrika, 1952, vol. 39, p. 346-362.364. A. J. Stam. Regular variation of the tail of a subordinated probabilitydistribution. – Adv. Appl. Probab., 1973, vol. 5, p.
308-327.365. C. Stone. On a theorem of Dobrushin. – Ann. Math. Stat., 1968, vol. 39,p. 1391-1401.366. B. Stroter. The numerical evaluation of the aggregate claim densityfunction via integral evaluation. – Blätter der Deutche Gesselschaft fürVersicherungsmathematik, 1985, B. 17, S. 1-14.367.
Student. On the probable error of the mean. – Biometrica, 1908, vol. 8,No. 1.368. B. Sundt and W. Jewell. Further results on recursive evaluation ofcompound distributions. – Astin Bulletin, 1981, vol. 12, p. 27-39.590Литература369. B. Sundt. On some extensions of Panjer’s class of counting distributions.– Astin Bulletin, 1992, vol. 22, No. 1, p. 61-80.370.