Cargando…
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 |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
©2010.
|
| Edición: | 2nd ed. |
| Colección: | Advanced series on statistical science & applied probability ;
v. 14. |
| Temas: | |
| Acceso en línea: | Texto completo |