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Ruin Probabilities - Advanced Series on Statistical Science and Applied Probability Asmussen, Søren (Lund University, Sweden)
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Ruin Probabilities - Advanced Series on Statistical Science and Applied Probability
Asmussen, Søren (Lund University, Sweden)
The text is a treatment of classical and modern ruin probability theory. Topics covered include Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (for example, for heavy-tailed claim size distributions), and finite horizon ruin probabilities.
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 26 de julho de 2000 |
| ISBN13 | 9789810222932 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 398 |
| Dimensões | 150 × 220 × 20 mm · 698 g |
| Idioma | Inglês |
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