Name: Ruin Probabilities
Price: 2182.95 DKK
Availability: InStock
Author: Hansjorg (Univ Of Lausanne Albrecher
ISBN: 9789814282529

Ruin Probabilities af Hansjorg (Univ Of Lausanne Albrecher

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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.

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Sprog:
Engelsk

ISBN:
9789814282529

Forlag:
World Scientific Publishing Co Pte Ltd

Indbinding:
Hardback

Sideantal:
620

Udgivet:
14. september 2010

Udgave:

Størrelse:
157x231x29 mm.

Vægt:
998 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 30. november 2024

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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.

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