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Paperback Ruin Probabilities (2nd Edition), Vol 14 Book
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ISBN: 9813203617

ISBN13: 9789813203617

Ruin Probabilities (2nd Edition), Vol 14

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The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram r-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,...

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Format: Paperback

Condition: New

$94.00
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Business Business & Investing Math Mathematics Science & Math

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