Ruin Probabilities (2nd Edition) - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Ruin Probabilities (2nd Edition) write by Soren Asmussen. This book was released on 2010-09-09. Ruin Probabilities (2nd Edition) available in PDF, EPUB and Kindle. The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-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.
Ruin Probabilities
Ruin Probabilities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Ruin Probabilities write by S?ren Asmussen. This book was released on 2010. Ruin Probabilities available in PDF, EPUB and Kindle. The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?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.
Ruin Probabilities (2nd Edition)
Ruin Probabilities (2nd Edition) - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Ruin Probabilities (2nd Edition) write by Soren Asmussen. This book was released on 2010-09-14. Ruin Probabilities (2nd Edition) available in PDF, EPUB and Kindle. The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-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.
Ruin Probabilities
Ruin Probabilities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Ruin Probabilities write by Soren Asmussen. This book was released on 2000-07-24. Ruin Probabilities available in PDF, EPUB and Kindle. The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. 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 or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas like queueing theory.
Ruin Probabilities
Ruin Probabilities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Ruin Probabilities write by Yuliya Mishura. This book was released on 2016-11-08. Ruin Probabilities available in PDF, EPUB and Kindle. Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for different risk models. Next, it gives some possible applications of the results concerning the smoothness of the survival probabilities. Additionally, the book introduces the supermartingale approach, which generalizes the martingale one introduced by Gerber, to get upper exponential bounds for the infinite-horizon ruin probabilities in some generalizations of the classical risk model with risky investments. Provides new original results Detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities, as well as possible applications of these results An excellent supplement to current textbooks and monographs in risk theory Contains a comprehensive list of useful references
