电子书 > 科学 > 数学 > Soren Asmussen: RUIN PROBABILITIES (V2) (PDF)

Soren Asmussen
RUIN PROBABILITIES (V2) [PDF ebook]

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的封面 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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语言英语 ● 格式 PDF ● 网页 400 ● ISBN 9789812779311 ● 文件大小 13.1 MB ● 出版者 World Scientific Publishing Company ● 市 Singapore ● 国家 SG ● 发布时间 2000 ● 下载 24 个月 ● 货币 EUR ● ID 2446397 ● 复制保护 Adobe DRM

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