Code: 15234500
Ruin Probabilities
by Hansjorg Albrecher, Soren Asmussen
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- ... more
- Language:
English - Binding: Paperback
- Number of pages: 620
Publisher: World Scientific Publishing Co Pte Ltd, 2010
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Book synopsis
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 distribu
Book details
Book category Books in English Mathematics & science Mathematics Probability & statistics
100.43 €
- Full title: Ruin Probabilities
- Author: Hansjorg Albrecher, Soren Asmussen
- Language: English
- Binding: Paperback
- Number of pages: 620
- EAN: 9789813203617
- ISBN: 9813203617
- ID: 15234500
- Publisher: World Scientific Publishing Co Pte Ltd
- Weight: 820 g
- Dimensions: 229 × 152 × 33 mm
- Date of publishing: 14. September 2010
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