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master's thesis
Eksponencijalna distribucija i Poissonov proces
2021. urn:nbn:hr:126:919039
Aleksov, Doris
Josip Juraj Strossmayer University of Osijek
Department of Mathematics
Chair of Pure Mathematics
Probability and Mathematical Statistics Research Group

Cite this document

Aleksov, D. (2021). Eksponencijalna distribucija i Poissonov proces (Master's thesis). Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:919039

Aleksov, Doris. "Eksponencijalna distribucija i Poissonov proces." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2021. https://urn.nsk.hr/urn:nbn:hr:126:919039

Aleksov, Doris. "Eksponencijalna distribucija i Poissonov proces." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2021. https://urn.nsk.hr/urn:nbn:hr:126:919039

Aleksov, D. (2021). 'Eksponencijalna distribucija i Poissonov proces', Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, accessed 15 May 2022, https://urn.nsk.hr/urn:nbn:hr:126:919039

Aleksov D. Eksponencijalna distribucija i Poissonov proces [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics; 2021 [cited 2022 May 15] Available at: https://urn.nsk.hr/urn:nbn:hr:126:919039

D. Aleksov, "Eksponencijalna distribucija i Poissonov proces", Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, Osijek, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:126:919039

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Metadata
TitleEksponencijalna distribucija i Poissonov proces
Title (english)Exponential Distribution and the Poisson Process
AuthorDoris Aleksov
MentorNenad Šuvak (mentor)
Committee memberDanijel Grahovac (predsjednik povjerenstva)
Committee memberNenad Šuvak (član povjerenstva)
Committee memberIvan Papić (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Department of Mathematics
(Chair of Pure Mathematics)
(Probability and Mathematical Statistics Research Group)
Osijek
Defense date and country2021-07-07, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Probability Theory and Statistics
Abstract
U ovom radu su opisane eksponencijalna i Poissonova distribucija, njihova osnovna svojstva kao i Poissonov proces te njegova svojstva. Uvodni dio daje detaljnije informacije o funkciji distribucije i funkciji gustoće eksponencijalne i Poissonove distribucije, dok su u glavnom dijelu rada navedene definicija te dokazana osnovna svojstva Poissonova procesa i njegovih transformacija. Posljednji dio rada opisuje primjenu Poissonovog procesa, odnosno Cramer-Lundbergov model za modeliranje procesa rizika kod osiguranja
Abstract (english)
This paper describes the exponential and Poisson distributions, their basic properties, as well as the Poisson process and its properties. The introductory part provides more detailed information on the distribution function and the density function of the exponential and Poisson distributions, while in the main part of the paper the definitions of the basic properties of the Poisson process and its transformations are proved. The last part of the paper describes an example of the Poisson process, ie the Cramer-Lundberg model for modeling the insurance process.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:919039
Study programmeTitle: Mathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics
Course: Financial and Statistical Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2021-07-08 06:11:53