Catalog > Scienza > Matematica > Soren Asmussen: RUIN PROBABILITIES (V2) (PDF)

Soren Asmussen
RUIN PROBABILITIES (V2) [PDF ebook]

Supporto

Copertina di Soren Asmussen: RUIN PROBABILITIES (V2) (PDF)

The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg’s inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. 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 or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas like queueing theory.

€204.99

Acquista questo ebook e ricevine 1 in più GRATIS!

Lingua Inglese ● Formato PDF ● Pagine 400 ● ISBN 9789812779311 ● Dimensione 13.1 MB ● Casa editrice World Scientific Publishing Company ● Città Singapore ● Paese SG ● Pubblicato 2000 ● Scaricabile 24 mesi ● Moneta EUR ● ID 2446397 ● Protezione dalla copia Adobe DRM

Richiede un lettore di ebook compatibile con DRM

Altri ebook dello stesso autore / Editore

48.927 Ebook in questa categoria

Copertina di Walter Ricardo (University of the Republic, Uruguay) Ferrer Santos & Alvaro (University of the Republic, Uruguay) Rittatore: Actions and Invariants of Algebraic Groups

Walter Ricardo (University of the Republic, Uruguay) Ferrer Santos & Alvaro (University of the Republic, Uruguay) Rittatore: Actions and Invariants of Algebraic Groups

Actions and Invariants of Algebraic Groups, Second Edition presents a self-contained introduction to geometric invariant theory starting from the basic theory of affine algebraic groups and proceedin …

Copertina di Franklin Y. (University of Missouri, Rolla, Missouri, USA) Cheng: Matrix Analysis of Structural Dynamics

Franklin Y. (University of Missouri, Rolla, Missouri, USA) Cheng: Matrix Analysis of Structural Dynamics

Uses state-of-the-art computer technology to formulate displacement method with matrix algebra. Facilitates analysis of structural dynamics and applications to earthquake engineering and UBC and IBC …

Copertina di Alexander (GIST College, Gwangju Institute of Science and Technology, South Korea) Stoimenow: Diagram Genus, Generators, and Applications

Alexander (GIST College, Gwangju Institute of Science and Technology, South Korea) Stoimenow: Diagram Genus, Generators, and Applications

In knot theory, diagrams of a given canonical genus can be described by means of a finite number of patterns (‘generators’). Diagram Genus, Generators and Applications presents a self-contained accou …

Copertina di Edward Dougherty: Mathematical Morphology in Image Processing

Edward Dougherty: Mathematical Morphology in Image Processing

Presents the statistical analysis of morphological filters and their automatic optical design, the development of morphological features for image signatures, and the design of efficient morphologica …

Copertina di Daniel (University of Iowa, Iowa City, USA) Anderson & Ira J. (University of Missouri, Columbia, USA) Patrick: Ideal Theoretic Methods in Commutative Algebra

Daniel (University of Iowa, Iowa City, USA) Anderson & Ira J. (University of Missouri, Columbia, USA) Patrick: Ideal Theoretic Methods in Commutative Algebra

Includes current work of 38 renowned contributors that details the diversity of thought in the fields of commutative algebra and multiplicative ideal theory. Summarizes recent findings on classes of …

Copertina di Yunho Hwang & Reinhard Radermacher: Vapor Compression Heat Pumps with Refrigerant Mixtures

Yunho Hwang & Reinhard Radermacher: Vapor Compression Heat Pumps with Refrigerant Mixtures

Amidst tightening requirements for eliminating CFC”s, HCFC”s, halons, and HFC”s from use in air conditioning and heat pumps, the search began for replacements that are environmentally benign, non- …

Copertina di Kenneth D. Lawrence: Robust Regression

Kenneth D. Lawrence: Robust Regression

Robust Regression: Analysis and Applications characterizes robust estimators in terms of how much they weight each observation discusses generalized properties of Lp-estimators. Includes an algorithm …

Copertina di Steven G. Krantz: Partial Differential Equations and Complex Analysis

Steven G. Krantz: Partial Differential Equations and Complex Analysis

Ever since the groundbreaking work of J.J. Kohn in the early 1960s, there has been a significant interaction between the theory of partial differential equations and the function theory of several co …

Copertina di Daniel B. Rowe: Multivariate Bayesian Statistics

Daniel B. Rowe: Multivariate Bayesian Statistics

Of the two primary approaches to the classic source separation problem, only one does not impose potentially unreasonable model and likelihood constraints: the Bayesian statistical approach. Bayesian …

Copertina di Willi (Technical University of Kaiserslautern, Germany) Freeden & M. Zuhair Nashed: Lattice Point Identities and Shannon-Type Sampling

Willi (Technical University of Kaiserslautern, Germany) Freeden & M. Zuhair Nashed: Lattice Point Identities and Shannon-Type Sampling

Lattice Point Identities and Shannon-Type Sampling demonstrates that significant roots of many recent facets of Shannon”s sampling theorem for multivariate signals rest on basic number-theoretic res …

Pagina successiva >>>