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LAP Lambert Academic Publishing Ruin Theoretical Comparisons

Name: Ruin Theoretical Comparisons
Brand: LAP Lambert Academic Publishing
Price: 42.0 GBP
Availability: InStock

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Description

This book is intended for everyone interested in ruin theory, especially those who wonder how analysis changes in the presence of heavy-tailed claims or risky investments. The focus is on the Cramér–Lundberg model and two of its extensions, a diffusion perturbed model and a model with risky investments. For each model, ruin probabilities are calculated for degenerately, uniformly and exponentially distributed claim sizes as well as for Pareto-distributed claim sizes. These ruin probabilities are then compared with one another. For the extended models, a pure diffusion risk reserve process is also analyzed.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3659921432
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 12 July 2016
Listed Since: 04 August 2016

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LAP Lambert Academic Publishing Ruin Theoretical Comparisons

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