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Books > Science & Mathematics > Mathematics > Probability & statistics
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Ruin Probabilities (Hardcover, Second Edition)
Loot Price: R5,599
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Ruin Probabilities (Hardcover, Second Edition)
Series: Advanced Series on Statistical Science & Applied Probability, 14
Expected to ship within 12 - 17 working days
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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: |
World Scientific Publishing Co Pte Ltd
|
| Country of origin: |
Singapore |
| Series: |
Advanced Series on Statistical Science & Applied Probability, 14 |
| Release date: |
September 2010 |
| First published: |
September 2010 |
| Authors: |
Soren Asmussen
• Hansjorg Albrecher
|
| Dimensions: |
231 x 157 x 29mm (L x W x T) |
| Format: |
Hardcover
|
| Pages: |
620 |
| Edition: |
Second Edition |
| ISBN-13: |
978-981-4282-52-9 |
| Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
| LSN: |
981-4282-52-9 |
| Barcode: |
9789814282529 |
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