"RIV/67985556:_____/04:00106252" . "On random sums and compound process model in financial mathematics" . . . "O n\u00E1hodn\u00FDch sou\u010Dtech a slo\u017Een\u00FDch bodov\u00FDch procesech ve finan\u010Dn\u00ED matematice"@cs . "On random sums and compound process model in financial mathematics"@en . "RIV/67985556:_____/04:00106252!RIV/2005/GA0/A16005/N" . "8"^^ . "Volf, Petr" . "On random sums and compound process model in financial mathematics" . . "Springer-Verlag" . "[7B195B1A29AC]" . . "403;410" . . "577797" . . "Slo\u017Een\u00E9 bodov\u00E9 procesy jsou procesy n\u00E1hodn\u00FDch p\u0159\u00EDr\u016Fstk\u016F v n\u00E1hodn\u00FDch \u010Dasech. Jejich model je slo\u017Een z intenzity n\u00E1hodn\u00FDch \u010Das\u016F a distribuce p\u0159\u00EDr\u016Fstk\u016F a je \u010Dasto pou\u017E\u00EDv\u00E1n v pojistn\u00E9 matematice. Je zaj\u00EDmav\u00FD p\u0159edev\u0161\u00EDm z hlediska predikce rizika a pravd\u011Bpodobnosti ruinov\u00E1n\u00ED. V p\u0159\u00EDsp\u011Bvku uva\u017Eujeme slo\u017Een\u00FD proces jako dvourozm\u011Brn\u00FD bodov\u00FD proces a modelujeme jeho intenzitu v plo\u0161e"@cs . . . "The paper deals with random sums composed from random increments occurring at random moments. Resulting process is given by the intensity of random time moments (e.g. of the Poisson process) and by the distribution of increments. These processes are commonly used in insurance mathematics and connected areas for evaluation of risk processes and ruin probabilities. In the present paper we propose a model considering the compound process as a two-dimensional random process and model its joint intensity."@en . "P(GA402/01/0539), Z(AV0Z1075907)" . . "O n\u00E1hodn\u00FDch sou\u010Dtech a slo\u017Een\u00FDch bodov\u00FDch procesech ve finan\u010Dn\u00ED matematice"@cs . "Operations Research Proceedings 2003" . "The paper deals with random sums composed from random increments occurring at random moments. Resulting process is given by the intensity of random time moments (e.g. of the Poisson process) and by the distribution of increments. These processes are commonly used in insurance mathematics and connected areas for evaluation of risk processes and ruin probabilities. In the present paper we propose a model considering the compound process as a two-dimensional random process and model its joint intensity." . . "On random sums and compound process model in financial mathematics"@en . . "compound process;hazard rate;statistical inference"@en . . . . "1"^^ . "Heidelberg" . "1"^^ . . "Heidelberg" . "3-540-21445-3" . "2003-09-03+02:00"^^ . . . .