Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, and more. Compound Poisson Approximation synthesizes the most important recent research in the field in a single volume. With an extensive list of references, open problems, and exercises, it will become the standard reference book on the topic. Features * Provides a comprehensive overview of this ...
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Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, and more. Compound Poisson Approximation synthesizes the most important recent research in the field in a single volume. With an extensive list of references, open problems, and exercises, it will become the standard reference book on the topic. Features * Provides a comprehensive overview of this rapidly expanding field * Synthesizes the most important research results of recent years * Presents an array of special topics * Provides the reader with a set of tools needed for research and education The book is of interest to researchers and postgraduate students from probability, statistics, and mathematics.
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