-
Søren Asmussen
Click on cover to enlarge.
Buy This Book
From Amazon.
14 - 16Hours to read
دانلود کتاب Ruin Probabilities (2nd Edition)(Statistical Science and Applied Probability)
by Søren Asmussen|
|
عنوان فارسی: احتمال خراب (نسخه 2) (علوم آماری و احتمالات کاربردی) |
دانلود کتاب
جزییات کتاب
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 probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions and dependence.
کتاب های مرتبط
این کتاب رو مطالعه کردید؟ نظر شما چیست؟
برای ارسال نظر، لطفا وارد شوید.
نظر دهید
Adding comments has been disabled.
نظرات (0)
هنوز نظری داده نشده است. شما اولین باشید!
