Ruin Probabilities (2nd Edition), Vol 14 (English, Asmussen Soren)
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789814282529
ISBN-10
9814282529
Author
Asmussen Soren
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
ISBN-13: 9789814282529
ISBN-10: 9814282529
Frequently Asked Questions
What is the price of Ruin Probabilities (2nd Edition), Vol 14?
Ruin Probabilities (2nd Edition), Vol 14 starts from ₹4810 at GlowMirror. Available in Paperback.
Who is the author of Ruin Probabilities (2nd Edition), Vol 14?
Asmussen Soren is the author of Ruin Probabilities (2nd Edition), Vol 14. Browse more books by Asmussen Soren on GlowMirror.
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Product ID: isbn-9789814282529
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