Ruin Probabilities (Second Edition) - Advanced Series on Statistical Science and Applied Probability - Asmussen, Søren (Aarhus University, Denmark) - Books - World Scientific Publishing Co Pte Ltd - 9789814282529 - September 14, 2010
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Asmussen, Søren (Aarhus University, Denmark)
Ruin Probabilities (Second Edition) - Advanced Series on Statistical Science and Applied Probability 2 Revised edition

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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.

500 pages, illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 14, 2010
ISBN13 9789814282529
Publishers World Scientific Publishing Co Pte Ltd
Pages 620
Dimensions 157 × 231 × 29 mm   ·   998 g

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