Show simple item record

Statistical methods of the analysis of compound point processes
dc.creatorZachařová, Tereza
dc.date.accessioned2017-04-18T13:03:37Z
dc.date.available2017-04-18T13:03:37Z
dc.date.issued2009
dc.identifier.urihttp://hdl.handle.net/20.500.11956/21179
dc.description.abstractThe risk theory studies mainly the behaviour of compound point processes and processes derived, where in random times increments of random size occur. The main objective of the present thesis is to collect in a systematic way the results on compound point processes and verify them by simulations. The essential parts of this work deal with risk processes and so called ruin event. We concentrate mostly to the case of compound Poisson process, with independent and identically distributed increments. The results concerning both light-tailed and heavy-tailed distributions are presented. To this end, the classification of probability distributions along their tails is recalled, too.en_US
dc.languageČeštinacs_CZ
dc.language.isocs_CZ
dc.publisherUniverzita Karlova, Matematicko-fyzikální fakultacs_CZ
dc.titleStatistické metody analýzy složených bodových procesůcs_CZ
dc.typerigorózní prácecs_CZ
dcterms.created2009
dcterms.dateAccepted2009-04-20
dc.description.departmentDepartment of Probability and Mathematical Statisticsen_US
dc.description.departmentKatedra pravděpodobnosti a matematické statistikycs_CZ
dc.description.facultyFaculty of Mathematics and Physicsen_US
dc.description.facultyMatematicko-fyzikální fakultacs_CZ
dc.identifier.repId71275
dc.title.translatedStatistical methods of the analysis of compound point processesen_US
dc.identifier.aleph001001413
thesis.degree.nameRNDr.
thesis.degree.levelrigorózní řízenícs_CZ
thesis.degree.disciplinePravděpodobnost, matematická statistika a ekonometriecs_CZ
thesis.degree.disciplineProbability, mathematical statistics and econometricsen_US
thesis.degree.programMatematikacs_CZ
thesis.degree.programMathematicsen_US
uk.faculty-name.csMatematicko-fyzikální fakultacs_CZ
uk.faculty-name.enFaculty of Mathematics and Physicsen_US
uk.faculty-abbr.csMFFcs_CZ
uk.degree-discipline.csPravděpodobnost, matematická statistika a ekonometriecs_CZ
uk.degree-discipline.enProbability, mathematical statistics and econometricsen_US
uk.degree-program.csMatematikacs_CZ
uk.degree-program.enMathematicsen_US
thesis.grade.csProspělcs_CZ
thesis.grade.enPassen_US
uk.abstract.enThe risk theory studies mainly the behaviour of compound point processes and processes derived, where in random times increments of random size occur. The main objective of the present thesis is to collect in a systematic way the results on compound point processes and verify them by simulations. The essential parts of this work deal with risk processes and so called ruin event. We concentrate mostly to the case of compound Poisson process, with independent and identically distributed increments. The results concerning both light-tailed and heavy-tailed distributions are presented. To this end, the classification of probability distributions along their tails is recalled, too.en_US
uk.publication-placePrahacs_CZ
uk.grantorUniverzita Karlova, Matematicko-fyzikální fakulta, Katedra pravděpodobnosti a matematické statistikycs_CZ


Files in this item

Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record


© 2017 Univerzita Karlova, Ústřední knihovna, Ovocný trh 3-5, 116 36 Praha; email: admin-repozitar [at] cuni.cz

Za dodržení všech ustanovení autorského zákona jsou zodpovědné jednotlivé složky Univerzity Karlovy. / Each constituent part of Charles University is responsible for adherence to all provisions of the copyright law.

Upozornění / Notice: Získané informace nemohou být použity k výdělečným účelům nebo vydávány za studijní, vědeckou nebo jinou tvůrčí činnost jiné osoby než autora. / Any retrieved information shall not be used for any commercial purposes or claimed as results of studying, scientific or any other creative activities of any person other than the author.

DSpace software copyright © 2002-2015  DuraSpace
Theme by 
@mire NV