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Ruin Probabilities (Second Edition) - Advanced Series on Statistical Science and Applied Probability Asmussen, Søren (Aarhus University, Denmark) 2 Revised edition
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Ruin Probabilities (Second Edition) - Advanced Series on Statistical Science and Applied Probability
Asmussen, Søren (Aarhus University, 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
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 14 de setembro de 2010 |
| ISBN13 | 9789814282529 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 620 |
| Dimensões | 157 × 231 × 29 mm · 998 g |
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