Ruin Probabilities (Statistical Science and Applied Probability) pdf epub mobi txt 电子书下载 2024

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Soren Asmussen

World Scientific Publishing Company

2010-03-31

500

USD 98.00

Hardcover

9789814282529

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发表于2024-11-14

Ruin Probabilities (Statistical Science and Applied Probability) epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Ruin Probabilities (Statistical Science and Applied Probability) pdf epub mobi txt 电子书下载 2024

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The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-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 techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions and dependence.

Ruin Probabilities (Statistical Science and Applied Probability) 下载 mobi epub pdf txt 电子书