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pro vyhledávání: '"Józef L Teugels"'
Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an intere
Publikováno v:
Theory of Probability & Its Applications. 46:243-255
Let $X_i$, $i=1,\ldots,n$, be a sequence of positive independent identically distributed random variables. Define $$ R_n : = {\bf E} \frac{X_1^2 + X_2^2 + \cdots + X_n^2} {(X_1 + X_2 + \cdots + X_n)^2}. $$ Let $\varphi(s) = {\bf E} e^{-sX}$. We give
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9d4d17aba22351f906cb3acaae74ff5
https://doi.org/10.1137/s0040585x97978919
https://doi.org/10.1137/s0040585x97978919
Publikováno v:
Teoriya Veroyatnostei i ee Primeneniya. 46:297-310
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::846f29b38b1957c1b80c98f2c12fac4f
https://doi.org/10.4213/tvp3919
https://doi.org/10.4213/tvp3919
Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comp
The Wiley Paperback Series makes valuable content more accessible to a new generation of statisticians, mathematicians and scientists. Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and pract