Modele graniczne w teorii ryzyka ubezpieczeniowego

Keywords

Mathematics

References

• Weak convergence of probability measures and random functions in the function space D[0,∞)Torgny Lindvall — 1973
• Self-similar models in risk theoryKrzysztof Burnecki — 1998
• G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance茂夫 竹中 — 1996
• Proces ryzyka zaburzony ułamkowym ruchem BrownaZbigniew Michna — 2000
• Dalekozasięgowa zależność w teorii ryzykaZbigniew Michna — 1999
• Approximation of stochastic differential equations driven by α-stable Lévy motionAleksander Janicki, Zbigniew Michna, Aleksander Weron — 1996
• Modelling of extremal events in insurance and financePaul Embrechts, Hanspeter Schmidli — 1994
• Aspects of Risk TheoryJan Grandell — 1991
• Multiple channel queues in heavy trafficDonald L. Iglehart — 1971
• Asymptotic Methods in the Theory of Gaussian Processes and FieldsVladimir Piterbarg — 1995
• Simulation of Pickands constantsKrzysztof Burnecki, Zbigniew Michna — 2002
• On the supremum from gaussian processes over infinite horizonKrzysztof Dȩbicki, Zbigniew Michna, Tomasz Rolski — 1998
• On tail probabilities and first passage times for fractional Brownian motionZbigniew Michna — 1999
• Fractal Market Analysis: Applying Chaos Theory to Investment and EconomicsEdgar E. Peters — 1994
• Numerical evaluation of ruin probabilities for a finite periodOlof Thorin, Nils Wikstad — 1973
• One-Sided Boundary Crossing for Processes with Independent IncrementsPriscilla E. Greenwood, А. А. Новиков — 1987
• On the ruin probabilities in a general economic environmentHarri Nyrhinen — 1999
• Some Useful Functions for Functional Limit TheoremsWard Whitt — 1980
• A storage model with self-similar inputIlkka Norros — 1994
• Stochastic Processes for Insurance and FinanceTomasz Rolski — 1999

Cited by

• Procesy Lévy’ego w modelach ubezpieczeniowychZbigniew Michna — 2011
• Zastosowania k-tych wartości rekordowych w ubezpieczeniach.Michał Stachura, Barbara Wodecka — 2011
• Badanie pewnego estymatora prawdopodobieństwa ruinyMagdalena Kwaśniewska, Zbigniew Michna — 2005

Related papers

No related papers recorded.