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: R2,420
Discovery Miles 24 200
Repayment Terms: R227 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 R2,420 Discovery Miles 24 200 | Repayment Terms: R227 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
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..

Rationality - What It Is, Why It Seems Scarce, Why It Matters (Paperback): Steven Pinker
Rationality - What It Is, Why It Seems…
Steven Pinker Paperback R380 R297 Discovery Miles 2 970
Applied Business Statistics - Methods And Excel-Based Applications (Paperback, 5th Edition): Trevor Wegner
Applied Business Statistics - Methods…
Trevor Wegner Paperback R965 Discovery Miles 9 650
Basic mathematics for economics students - Theory and applications (Paperback, 2nd ed): Derek Yu
Basic mathematics for economics students…
Derek Yu Paperback R345 R319 Discovery Miles 3 190
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 R836 Discovery Miles 8 360
Statistics for Management and Economics (Paperback, EMEA 2nd Edition): Gerald Keller, Nicoleta Gaciu
Statistics for Management and Economics
Gerald Keller, Nicoleta Gaciu Paperback R1,204 R1,088 Discovery Miles 10 880
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 R2,549 Discovery Miles 25 490
Mathematical Statistics with Applications (Paperback, 7th International Edition): William Mendenhall, Dennis Wackerly, Richard...
Mathematical Statistics with…
William Mendenhall, Dennis Wackerly, … Paperback R1,373 R1,230 Discovery Miles 12 300
BI Statistical Methods - Volume I: Foundations (Hardcover): Peter Walley
BI Statistical Methods - Volume I…
Peter Walley Hardcover R2,631 Discovery Miles 26 310
Advances in Quantum Monte Carlo (Hardcover): Shigenori Tanaka, Stuart M. Rothstein, William A. Lester
Advances in Quantum Monte Carlo
Shigenori Tanaka, Stuart M. Rothstein, … Hardcover R5,411 Discovery Miles 54 110
Essentials of Statistics, Global Edition (Paperback, 5th edition): Mario Triola
Essentials of Statistics, Global Edition
Mario Triola Paperback R2,220 Discovery Miles 22 200
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 R875 Discovery Miles 8 750
Statistics for Business and Economics plus Pearson MyLab Finance with Pearson eText, Global Edition (10th edition): Paul...
Statistics for Business and Economics…
Paul Newbold, William Carlson, … R2,178 Discovery Miles 21 780

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