Ruin Probabilities
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SKU:GC-3668123217
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Ruin Probabilities
$130.00
The book is a comprehensive treatment of classical and modern ruin probability theory.
Some of the topics are Lundberg's inequality, the Cramr-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.
Book Details
- Author: Asmussen Soren
- Publisher: World Scientific
- eBook ISBN: 9789812779311, 9812779310
- Print ISBN: 9789810222932, 9810222939
Product Details
TypeMathematics & Statistics
SKUGC-3668123217
Tagsebooks, textbooks, mathematics & statistics, Books > Mathematics & Statistics, Mathematics & Statistics
