Bøger af Jan Grandell

This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes.

In order to illustrate the importance of taking the variation into account we considered a simple model - here called the Markov model - for the precipitation intensity and computed the distribution of the residence time of an aerosol particle.