Ruin probabilities
Auteur :
Asmussen, Soren / Albrecher, Hansjorg
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814282529
Date de publication :
14 sept. 2010
Langue :
Anglais
Pays d'origine :
Singapour
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.