Ruin Probabilities
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Ruin Probabilities
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Ruin Probabilities

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:NT$ 5270 元
優惠價
904743
無庫存,下單後進貨(採購期約4~10個工作天)
下單可得紅利積點:142 點
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商品簡介

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.

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優惠價:90 4743
無庫存,下單後進貨
(採購期約4~10個工作天)

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