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 ...
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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.
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Add this copy of Ruin Probabilities, 2nd edition to cart. $54.90, new condition, Sold by Equilibrium Worldbooks rated 5.0 out of 5 stars, ships from San Gabriel, CA, UNITED STATES, published 2010 by World Scientific Publishing Company.
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New in new dust jacket. Sewn binding. Paper over boards. 602 p. Contains: Illustrations, black & white, Diagrams. Advanced Series on Statistical Science and Applied Probability, 14. Audience: General/trade. Please double check the textbook description: Express shipping takes 3-5 days with free tracking number! Brand New Paperback International edition textbook, 2nd edition. Different ISBN number and book cover design. The content is exactly same as original US edition. The book printed in Black/White, the book cover may contain the foreign words and the restriction sale disclaimer.
Add this copy of Ruin Probabilities, 2nd to cart. $54.97, new condition, Sold by Aideo Textbook rated 1.0 out of 5 stars, ships from Arcadia, CA, UNITED STATES, published 2010 by World Scientific Publishing Company.
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Seller's Description:
New in new dust jacket. Sewn binding. Paper over boards. 602 p. Contains: Illustrations, black & white, Diagrams. Advanced Series on Statistical Science and Applied Probability, 14. Audience: General/trade. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.
Add this copy of Ruin Probabilities (2nd Edition) (Advanced Series on to cart. $72.22, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2010 by Wspc.
Add this copy of Ruin Probabilities (Second Edition) to cart. $88.30, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by World Scientific Publishing Company.
Add this copy of Ruin Probabilities (Second Edition) to cart. $120.39, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2010 by World Scientific Publishing Company.
Add this copy of Ruin Probabilities (2nd Edition) (Advanced Statistical to cart. $133.10, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2010 by Wspc.
Add this copy of Ruin Probabilities (2nd Edition) (Advanced Statistical to cart. $173.48, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2010 by Wspc.
