Ruin Probabilities (Statistical Science and Applied Probability) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Soren Asmussen 作者

World Scientific Publishing Company

譯者

2010-03-31 出版日期

500 頁數

USD 98.00 價格

Hardcover

叢書系列

9789814282529 圖書編碼

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發表於2024-11-23

Ruin Probabilities (Statistical Science and Applied Probability) 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Ruin Probabilities (Statistical Science and Applied Probability) 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Ruin Probabilities (Statistical Science and Applied Probability) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Ruin Probabilities (Statistical Science and Applied Probability) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Ruin Probabilities (Statistical Science and Applied Probability) 在線電子書圖書描述

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) 在線電子書下載 mobi epub pdf txt 在線電子書下載

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