Ruin Probabilities 2nd Edition is popular PDF and ePub book, written by Soren Asmussen in 2010-09-09, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Ruin Probabilities 2nd Edition can be Read Online from any device for your convenience.
Ruin Probabilities 2nd Edition Book PDF Summary
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.
Detail Book of Ruin Probabilities 2nd Edition PDF
- Author : Soren Asmussen
- Release : 09 September 2010
- Publisher : World Scientific
- ISBN : 9789814466929
- Genre : Mathematics
- Total Page : 621 pages
- Language : English
- PDF File Size : 11,5 Mb
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