Ruin Probabilities
Hansjorg (Univ Of Lausanne, Switzerland) Albrecher, Soren (Aarhus Univ, Denmark) Asmussen
World Scientific Publishing Co Pte Ltd, 2010
257,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9789814282529
- ISBN-10
- 9814282529
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 2010
- Publication date
- 2010-09-14
- Pages
- 620
- Dimensions
- 231x157x29
- Weight
- 998