Description: Ruin Probabilities, Hardcover by Asmussen, Soren; Albrecher, Hansjorg, ISBN 9814282529, ISBN-13 9789814282529, Like New Used, Free shipping in the US Th gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg’s inequality, the Cramér–Lundberg approximation, exact solutions, other approximations (., 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.
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Book Title: Ruin Probabilities
Number of Pages: 620 Pages
Language: English
Publication Name: Ruin Probabilities
Publisher: World Industries Scientific Publishing Co Pte LTD
Publication Year: 2010
Subject: Decision-Making & Problem Solving, Probability & Statistics / General, Applied, Insurance / General, Business Mathematics
Type: Textbook
Item Weight: 0 Oz
Subject Area: Mathematics, Business & Economics
Author: Hansjorg
Format: Hardcover
