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Download Ruin Probabilities (Advanced Series on Statistical Science and Applied Probability Series) by Søren Asmussen in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Ruin Probabilities (Advanced Series on Statistical Science and Applied Probability Series)
The text is a treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (for example, 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 computational vehicle and the connection to other applied probability areas like queueing theory.
Detailed Information
| Author: | Søren Asmussen |
|---|---|
| Publication Year: | 2000 |
| ISBN: | 9810222939 |
| Pages: | 399 |
| Language: | English |
| File Size: | 12.472 |
| Format: | |
| Price: | FREE |
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