This book concludes six years of original research at the University of Bologna on probabilistic problems involving the interaction of the dependence structure and the combinatoric-based algorithms. The problem tackled arises directly from applications where we frequently confronted with problems linked to a counting variable that monitors a random event. As for example in credit applications we may imagine to control the defaults attaching a portfolio of loans or in insurance to monitor the claims' arrival in order to detect the right level of risk supported by the company.

Counting Statistics for Dependent Random Events. With a focus on Finance.

Silvia Romagnoli
;
Enrico Bernardi
2021

Abstract

This book concludes six years of original research at the University of Bologna on probabilistic problems involving the interaction of the dependence structure and the combinatoric-based algorithms. The problem tackled arises directly from applications where we frequently confronted with problems linked to a counting variable that monitors a random event. As for example in credit applications we may imagine to control the defaults attaching a portfolio of loans or in insurance to monitor the claims' arrival in order to detect the right level of risk supported by the company.
206
978-3-030-64250-5
978-3-030-64250-1
Silvia Romagnoli; Enrico Bernardi
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/819057
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