3 Ergebnisse.

The book is devoted to the analysis of limit behavior of the normalized stopping type functionals defined on the trajectories of the Markov renewal process. Weak convergence of such functionals is often equivalent to weak convergence of the normalized sums of i.i.d. random variables in the non-triangular-array-mode and therefore corresponding non-concentrated in zero limit processes is of the stable type. In the book under not very restrictive...

First-rare-event times often appear in probabilistic research under such names as life time, ruin time, stopping time, death time, catastrophic time, extension time, epidemic time, record time, failure time, killing time, passage time, hitting time, absorption time, transition time, etc.Notion of first-rare-event times is usually used to describe the first occurrence of events which have small probability of appearance. One of the fundamental ...

Book is devoted to the analysis of the most widely used methods of pricing of insurance contracts with known distributions of the future losses and their properties. All properties formulated in the book are presented together with their proofs. Several characterization theorems formulated in a form of necessary and sufficient conditions for certain properties to be hold are presented. Monotonicity and limit behavior of insurance premiums depe...