RUIN PROBABILITIES (V2) (Advanced Series on Statistical Science & Applied Probability) - Tapa dura

Asmussen Soren

 
9789810222932: RUIN PROBABILITIES (V2) (Advanced Series on Statistical Science & Applied Probability)
Tapa dura
ISBN 10: 9810222939 ISBN 13: 9789810222932
Editorial: World Scientific, 2000

Sinopsis

The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. 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 or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas like queueing theory.

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas

"This book is a must for anybody working in applied probability. It is a comprehensive treatment of the known results on ruin probabilities?" Short Book Reviews "This is an excellent handbook on the risk theory and brilliant encyclopedia in ruin probabilities results. This book will be useful both for graduate students who deal with stochastic models in insurance mathematics, experts in risk processes and also for those specialists who apply the methods of risk theory in practice." Zentralblatt Maths., 2001

Reseña del editor

The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (eg. 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 or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas like queueing theory.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
World Scientific
Año de publicación
2000
Idioma
Inglés
ISBN 10 
9810222939
ISBN 13 
9789810222932
Encuadernación
Tapa dura
Número de páginas
398
Contacto del fabricante
World Scientific Publishing
https://www.worldscientific.com/

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