Ruin Probabilities (Statistical Science and Applied Probability) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Soren Asmussen 作者

World Scientific Publishing Company

译者

2010-03-31 出版日期

500 页数

USD 98.00 价格

Hardcover

丛书系列

9789814282529 图书编码

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Ruin Probabilities (Statistical Science and Applied Probability) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Ruin Probabilities (Statistical Science and Applied Probability) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Ruin Probabilities (Statistical Science and Applied Probability) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Ruin Probabilities (Statistical Science and Applied Probability) 在线电子书图书描述

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.

Ruin Probabilities (Statistical Science and Applied Probability) 在线电子书下载 mobi epub pdf txt 在线电子书下载

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