Welcome to Loot.co.za!   Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Probability & statistics

Buy Now

Ruin Probabilities (Paperback, Second Edition) Loot Price: R2,505
Discovery Miles 25 050
Repayment Terms: R235 pm x 12*
Add to cart
Ruin Probabilities (Paperback, Second Edition): Soren Asmussen, Hansjorg Albrecher

Ruin Probabilities (Paperback, Second Edition)

Soren Asmussen, Hansjorg Albrecher

Series: Advanced Series on Statistical Science & Applied Probability, 14

 (sign in to rate)
Loot Price R2,505 Discovery Miles 25 050 | Repayment Terms: R235 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

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.

General

Imprint: Ws Professional
Country of origin: Singapore
Series: Advanced Series on Statistical Science & Applied Probability, 14
Release date: September 2010
Authors: Soren Asmussen • Hansjorg Albrecher
Dimensions: 229 x 152 x 32mm (L x W x T)
Format: Paperback
Pages: 620
Edition: Second Edition
ISBN-13: 978-981-3203-61-7
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Promotions
LSN: 981-3203-61-7
Barcode: 9789813203617

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Statistics For Business And Economics (Paperback, 5th Edition): David Anderson, James Cochran, Eddie Shoesmith, Dennis Sweeney,...
Statistics For Business And Economics
David Anderson, James Cochran, … Paperback  (1)
 R1,305 Discovery Miles 13 050
Applied Business Statistics - Methods And Excel-Based Applications (Paperback, 5th Edition): Trevor Wegner
Applied Business Statistics - Methods…
Trevor Wegner Paperback R951 Discovery Miles 9 510
Basic mathematics for economics students - Theory and applications (Paperback, 2nd ed): Derek Yu
Basic mathematics for economics students…
Derek Yu Paperback R383 Discovery Miles 3 830
Numbers, Hypotheses & Conclusions - A Course in Statistics for the Social Sciences (Paperback, 3rd Edition): Colin Tredoux,...
Numbers, Hypotheses & Conclusions - A…
Colin Tredoux, Kevin Durrheim Paperback R969 R856 Discovery Miles 8 560
Time Series Analysis - With Applications in R (Hardcover, 2nd ed. 2008. Corr. 3rd printing, 2009): Jonathan D. Cryer, Kung-Sik...
Time Series Analysis - With Applications…
Jonathan D. Cryer, Kung-Sik Chan Hardcover R2,763 Discovery Miles 27 630
Mathematical Statistics with Applications (Paperback, 7th International Edition): William Mendenhall, Dennis Wackerly, Richard...
Mathematical Statistics with…
William Mendenhall, Dennis Wackerly, … Paperback R1,345 R1,252 Discovery Miles 12 520
BI Statistical Methods - Volume I: Foundations (Hardcover): Peter Walley
BI Statistical Methods - Volume I…
Peter Walley Hardcover R2,721 Discovery Miles 27 210
Pearson Edexcel AS and A level Mathematics Statistics and Mechanics Year 1/AS Practice Book (Paperback):
Pearson Edexcel AS and A level…
Paperback  (1)
 R279 Discovery Miles 2 790
Pearson Edexcel International A Level Mathematics Statistics 1 Student Book (Paperback): Joe Skrakowski, Harry Smith
Pearson Edexcel International A Level…
Joe Skrakowski, Harry Smith Paperback R950 Discovery Miles 9 500
The Practice of Statistics for Business and Economics Achieve access card (Mixed media product, 1st ed. 2022): David S Moore,...
The Practice of Statistics for Business…
David S Moore, George P. McCabe, … Mixed media product R2,452 Discovery Miles 24 520
Introduction to the Practice of Statistics with Achieve Pack (Mixed media product, 1st ed.): David S Moore
Introduction to the Practice of…
David S Moore Mixed media product R2,568 Discovery Miles 25 680
Pearson Edexcel AS and A level Further Mathematics Further Statistics 1 Textbook + e-book (Paperback):
Pearson Edexcel AS and A level Further…
Paperback  (1)
 R932 Discovery Miles 9 320

See more
Books | DVD | Games | Music | Computers | Electronics | Fashion | Sport | Kitchen | Home | Pets | DIY | Toys | Baby | Health & Beauty | Stationery | Arts & Crafts
Need help?
My account
Services
Networking
Partners