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Ruin Probabilities (2nd Edition)(Statistical Science and Applied Probability) PDF

621 Pages·2010·4.68 MB·English
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by Søren Asmussen| 2010| 621 pages| 4.68| English

About Ruin Probabilities (2nd Edition)(Statistical Science and Applied Probability)

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, e

Detailed Information

Author:Søren Asmussen
Publication Year:2010
Pages:621
Language:English
File Size:4.68
Format:PDF
Price:FREE
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