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Ruin Probabilities (2nd Edition), Vol 14 (English, Asmussen Soren) - Image 1 - BookBajar

Ruin Probabilities (2nd Edition), Vol 14 (English, Asmussen Soren)

by 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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ISBN-10: 9814282529. ISBN-13: 9789814282529. Ruin Probabilities (2nd Edition), Vol 14 (English, Asmussen Soren) by Asmussen Soren. Available on BookBajar.
Product ID: isbn-9789814282529