Read Ruin probabilities (2nd edition) (Advanced Series on Statistical Science & Applied Probability, 14)

Ruin probabilities (2nd edition) (Advanced Series on Statistical Science & Applied Probability, 14)

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Description:The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality the Cram r-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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Ruin probabilities (2nd edition) (Advanced Series on Statistical Science & Applied Probability, 14). To get started finding Ruin probabilities (2nd edition) (Advanced Series on Statistical Science & Applied Probability, 14), you are right to find our website which has a comprehensive collection of manuals listed.
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ISBN: 9814282529

Description: The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality the Cram r-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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Ruin probabilities (2nd edition) (Advanced Series on Statistical Science & Applied Probability, 14). To get started finding Ruin probabilities (2nd edition) (Advanced Series on Statistical Science & Applied Probability, 14), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Ruin probabilities (2nd edition) (Advanced Series on Statistical Science & Applied Probability, 14)

Ruin probabilities (2nd edition) (Advanced Series on Statistical Science & Applied Probability, 14)

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