Ruin Probabilities - Advanced Series on Statistical Science & Applied Probability - Asmussen, Soren (Aarhus Univ, Denmark) - Books - World Scientific Publishing Co Pte Ltd - 9789810222932 - July 26, 2000
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Asmussen, Soren (Aarhus Univ, Denmark)
Ruin Probabilities - Advanced Series on Statistical Science & Applied Probability

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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.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 26, 2000
ISBN13 9789810222932
Publishers World Scientific Publishing Co Pte Ltd
Pages 398
Dimensions 150 × 220 × 20 mm   ·   698 g
Language English  

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