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Punktprozesse in der statistischen Risikoanalyse

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Zusammenfassung

Punktprozesse stellen in der Stochastik eine wichtige Klasse von Modellen dar, um zeitliche Abfolgen von „Events“ dynamisch zu erklären. Ziel dieses Artikels ist es, dem Leser auf eine nicht zu technische Art die Bauteile der Modellierung zu beschreiben und Ansätze für ihre statistische Analyse zu präsentieren.

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Authors and Affiliations

  1. Mathematisches Institut, Justus-Liebig-Universität Gießen, Gießen, Deutschland

    Winfried Stute

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  1. Winfried Stute
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Correspondence to Winfried Stute.

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Stute, W. Punktprozesse in der statistischen Risikoanalyse. Jahresber. Dtsch. Math. Ver. 115, 135–152 (2014). https://doi.org/10.1365/s13291-013-0078-y

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