Ruin probabilities /
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabiliti...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
©2010.
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Edición: | 2nd ed. |
Colección: | Advanced series on statistical science & applied probability ;
v. 14. |
Temas: | |
Acceso en línea: | Texto completo |