Ruin Probabilities (2nd Edition), Vol 14 (English, Asmussen Soren)
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Product Description
About the Book
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram�r-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 technique…
ISBN: 9789814282529
Book Specifications
| ISBN-13 | 9789814282529 |
| ISBN-10 | 9814282529 |
| Publisher | World Scientific Publishing Company |
| Category | World Scientific Publishing Company |
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