£81.49

World Scientific Publishing Company Ruin Probabilities: 2 (Advanced Series on Statistical Science & Applied Probability)

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Description
The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. 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 a computational vehicle and the connection to other applied probability areas like queueing theory.

Product Specifications
Brand
World Scientific Publishing Company
Format
hardcover
ASIN
9810222939
Category
Books > Subjects > Business, Finance & Law > Professional Finance > Insurance
Domain
Amazon UK
Release Date
26 July 2000
Listed Since
20 October 2006

Barcode

No barcode data available

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