Ruin Probabilities


Ruin Probabilities
Author: S?ren Asmussen
Publisher: World Scientific
ISBN: 9814282529
Size: 73.23 MB
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Ruin Probabilities

Ruin Probabilities by S?ren Asmussen, Ruin Probabilities Books available in PDF, EPUB, Mobi Format. Download Ruin Probabilities books, 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 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.


Ruin Probabilities
Language: en
Pages: 602
Authors: S?ren Asmussen, Hansj”rg Albrecher
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: World Scientific
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 distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums,
Ruin Probabilities
Language: en
Pages: 400
Authors: Asmussen Soren
Categories: Mathematics
Type: BOOK - Published: 2000-07-24 - Publisher: World Scientific
The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. 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
Ruin Probabilities
Language: en
Pages: 276
Authors: Yuliya Mishura, Olena Ragulina
Categories: Business & Economics
Type: BOOK - Published: 2016-11-08 - Publisher: Elsevier
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for
Characteristics of Ruin Probabilities in Classical Risk Models with and Without Investment, Cox Risk Models and Perturbed Risk Models
Language: en
Pages: 45
Authors: Hanspeter Schmidli
Categories: Risk
Type: BOOK - Published: 2000 - Publisher:
Books about Characteristics of Ruin Probabilities in Classical Risk Models with and Without Investment, Cox Risk Models and Perturbed Risk Models
Ruin Probabilities for a Regenerative Poisson Gap Generated Risk Process
Language: en
Pages:
Authors: Romain Biard, Søren Asmussen
Categories: Risk
Type: BOOK - Published: 2011 - Publisher:
Books about Ruin Probabilities for a Regenerative Poisson Gap Generated Risk Process
Insurance Abstracts and Reviews
Language: en
Pages:
Authors: Romain Biard, Søren Asmussen
Categories: Insurance
Type: BOOK - Published: 1990 - Publisher:
Books about Insurance Abstracts and Reviews
Retirement Income Recipes in R
Language: en
Pages:
Authors: Moshe Arye Milevsky
Categories: Insurance
Type: BOOK - Published: - Publisher: Springer Nature
Books about Retirement Income Recipes in R
Continuity Estimates for Ruin Probabilities
Language: en
Pages: 20
Authors: Farida Enikeeva, Vladimir Kalashnikov, Deimante Rusaityte, Københavns Universitet. Forsikringsmatematisk Laboratorium
Categories: Insurance
Type: BOOK - Published: 1999 - Publisher:
Books about Continuity Estimates for Ruin Probabilities
Probability and Mathematical Statistics
Language: en
Pages:
Authors: Farida Enikeeva, Vladimir Kalashnikov, Deimante Rusaityte, Københavns Universitet. Forsikringsmatematisk Laboratorium
Categories: Mathematical statistics
Type: BOOK - Published: 2005 - Publisher:
Books about Probability and Mathematical Statistics
Dissertation Abstracts International
Language: en
Pages:
Authors: Farida Enikeeva, Vladimir Kalashnikov, Deimante Rusaityte, Københavns Universitet. Forsikringsmatematisk Laboratorium
Categories: Dissertations, Academic
Type: BOOK - Published: 2006 - Publisher:
Books about Dissertation Abstracts International