Description: Further DetailsTitle: Ruin ProbabilitiesCondition: NewFormat: HardbackRelease Date: 09/14/2010EAN: 9789814282529ISBN: 9789814282529Edition: Second EditionPublisher: World Scientific Publishing Co Pte LtdDescription: The book 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 (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.Language: EnglishCountry/Region of Manufacture: SGAuthor: Soren Asmussen, Hansjorg AlbrecherGenre: Science Nature & MathBook Series: Advanced Series on Statistical Science & Applied ProbabilityRelease Year: 2010 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Ruin Probabilities
Title: Ruin Probabilities
Release Date: 09/14/2010
Release Year: 2010
EAN: 9789814282529
ISBN: 9789814282529
Edition: Second Edition
Country/Region of Manufacture: SG
Genre: Science Nature & Math
Series: Advanced Series on Statistical Science & Applied Probability
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
