Skip to content
Scan a barcode
Scan
Hardcover Ruin Probabilities (Second Edition) Book

ISBN: 9814282529

ISBN13: 9789814282529

Ruin Probabilities (Second Edition)

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.

Recommended

Format: Hardcover

Condition: New

$223.00
50 Available
Ships within 2-3 days

Customer Reviews

0 rating
Copyright © 2025 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
GoDaddy Verified and Secured
Timestamp: 7/25/2025 5:56:00 PM
Server Address: 10.20.32.147