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Ruin Probabilities - Advanced Series on Statistical Science & Applied Probability Asmussen, Soren (Aarhus Univ, Denmark) Second edition
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Ruin Probabilities - Advanced Series on Statistical Science & Applied Probability
Asmussen, Soren (Aarhus Univ, Denmark)
Offers a comprehensive treatment of the classical and modern ruin probability theory. This title includes topics such as: Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations, finite horizon ruin probabilities, and extensions of the classical compound Poisson model to allow for reserve-dependent premiums.
500 pages, illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2010. gada 14. septembris |
| ISBN13 | 9789814282529 |
| Izdevēji | World Scientific Publishing Co Pte Ltd |
| Lapas | 620 |
| Izmēri | 157 × 231 × 29 mm · 998 g |
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