Ruin Probabilities (2nd Edition), Vol 14 (English, Asmussen Soren)
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789814282529
ISBN-10
9814282529
Author
Asmussen Soren
About the Book
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram�r-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure technique…
ISBN: 9789814282529
ISBN-13: 9789814282529
ISBN-10: 9814282529
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Asmussen Soren is the author of Ruin Probabilities (2nd Edition), Vol 14. Browse more books by Asmussen Soren on BookBajar.
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Product ID: isbn-9789814282529
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