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Ruin Probabilities

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In Stock (582)

£ 234.00

Description

Offers a comprehensive treatment of the classical and modern ruin probability theory. This title includes topics such as: Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations, finite horizon ruin probabilities, and extensions of the classical compound Poisson model to allow for reserve-dependent premiums.

Book Details
EAN:
9789814282529
Binding:
Hardback
Dimensions(mm):
231 x 157 x 29
Publication Date:
2010-09-14
Publication Country:
Singapore