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General Book Search for "9789814282529"

General Books
School Books

Author : Hansjorg Albrecher,Soren Asmussen
Hardback
Published : Tuesday 14 September 2010
ISBN : 9789814282529
Price : €228.15

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.