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

Soren Asmussen
RUIN PROBABILITIES (V2) [PDF ebook]

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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.

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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

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