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13. Symposium on Probability and Stochastic Processes : UNAM, Mexico, December 4-8, 2017 / Sergio I. López ... [et al.] editors
13. Symposium on Probability and Stochastic Processes : UNAM, Mexico, December 4-8, 2017 / Sergio I. López ... [et al.] editors
Pubbl/distr/stampa Cham, : Birkhäuser, : Springer, 2020
Descrizione fisica ix, 167 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
Soggetto non controllato Box-Ball system
Fluctuation theory
Free convolution
Lévy process
Random Walks
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0250037
Cham, : Birkhäuser, : Springer, 2020
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Risks : Feature Papers 2020
Risks : Feature Papers 2020
Autore Steffensen Mogens
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Descrizione fisica 1 electronic resource (170 p.)
Soggetto topico Medicine
Soggetto non controllato medical services’ consumption
lifestyle factors
insurance plan
structural equation model
stock–bond correlation
VIX
economic policy uncertainty
monetary policy uncertainty
fiscal policy uncertainty
agricultural commodity futures
price discovery
market reflexivity
Hawkes process
poisson autoregressive models
contagion
predictive monitoring
information-based asset pricing
Lévy processes
gamma processes
variance gamma processes
Brownian bridges
gamma bridges
nonlinear filtering
house price prediction
real estate
machine learning
random forest
Lévy process
subordination
option pricing
risk sensitivity
stochastic volatility
Greeks
time-change
time series
volatility
probability-integral transform
ARMA model
copula
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Risks
Record Nr. UNINA-9910557488303321
Steffensen Mogens  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic Processes: Theory and Applications
Stochastic Processes: Theory and Applications
Autore Korolev Victor
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2019
Descrizione fisica 1 electronic resource (216 p.)
Soggetto non controllato recursive formula
rate of convergence
asymptotic approximation
parabolic equation
processor heating and cooling
compound poisson insurance risk model
Koksma-Hlawka inequality
phase-type service time distribution
discrete-time Geo/D/1 queue
lower record values
Fourier-cosine series
retrials
state-dependent marked Markovian arrival process
queuing network
stochastic processes
Laplace transform
von-Neumann–Ulam scheme
Monte Carlo method
Lévy process
Wiener–Poisson risk model
queueing systems
quasi-random sequences
closed-form solution
Cauchy problem
product form
estimation
extreme order statistics
guaranteed minimum death benefit
valuation
multidimensional birth-death process
Markovian queueing models
survival probability
truncated distribution
Markovian arrival process
inhomogeneous continuous-time Markov chain
measure of information
option
unbiased estimator
matrix-geometric solution
Dickson–Hipp operator
Fourier transform
multi-class arrival processes
total precipitation volume
one dimensional projection
random sample size
markovian arrival process
cumulative inaccuracy
mutual information
Quasi-Birth-and-Death process
limiting characteristics
testing statistical hypotheses
wet periods
compound Poisson risk model
time-dependent queue-length probability
non-stationary
equity-linked death benefits
wireless telecommunication networks
Fourier cosine series expansion
impatience
generalized Gerber–Shiu discounted penalty function
quasi-Monte Carlo method
expected discounted penalty function
Nonparametric threshold estimation
ISBN 3-03921-963-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Stochastic Processes
Record Nr. UNINA-9910367737703321
Korolev Victor  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui