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Renewal theory and its applications lectures notes for the course "Stochastic modelling" taken by most Mathematics students and Economics students (directions of training 01.03.01 - Mathematics and 38.04.01 - Economics) Serguei M. Pergamenshchikov and Evgeny A. Pchelintsev ; National Research Tomsk State University, Faculty of Mechanics and Mathematics
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TextPublication details: Tomsk Publishing House of Tomsk State University 2020Description: 82 pSubject(s): пуассоновский процесс | асимптотическая теория | Крамера-Лундберга модель | теория восстановления | страхование | инвестиции | актуарный анализ | стохастическое моделирование | стохастические уравненияGenre/Form: учебные издания Online resources: Click here to access online Abstract: The goal of the course is to study the main tools of the renewal theory and their applications to some problems of the actuarial analysis for insurance companies in the framework of the Cremer - Lundberg models. We consider such important problems in the renewal theory as limit theorems for the renewal process and the ruin problems for the insurance companies with investments in the stochastic financial markets. The notes areintended for students of the Mathematics and Economics Faculties.
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| 1 месяц | Читальный зал. Депозитарий | 519.2 P43 (Browse shelf (Opens below)) | Available | 13820001021752 | ||
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Bibliogr.: p. 81-82
The goal of the course is to study the main tools of the renewal theory and their applications to some problems of the actuarial analysis for insurance companies in the framework of the Cremer - Lundberg models. We consider such important problems in the renewal theory as limit theorems for the renewal process and the ruin problems for the insurance companies with investments in the stochastic financial markets. The notes areintended for students of the Mathematics and Economics Faculties.
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