Ruin Probabilities

Name: Ruin Probabilities
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789814282529
Price: 35100 KES
Availability: OutOfStock
ISBN: 9789814282529

Second Edition

by Hansjorg Albrecher , Soren Asmussen

Book Details

Format Hardback

Book Series Advanced Series on Statistical Science & Applied Probability

ISBN-10 9814282529

ISBN-13 9789814282529

Edition Second Edition

Publisher World Scientific Publishing Co Pte Ltd

Imprint World Scientific Publishing Co Pte Ltd

Country of Manufacture GB

Country of Publication GB

Publication Date Sep 14th, 2010

Print length 620 Pages

Weight 998 grams

Dimensions 23.10 x 15.70 x 2.90 cms

Product Classification: Probability & statistics Probability and statistics

KSh 35,100.00

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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.

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-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, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber–Shiu functions and dependence.

Get Ruin Probabilities by Hansjorg Albrecher, Soren Asmussen at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by World Scientific Publishing Co Pte Ltd and it has 620 pages.