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- Ruin Probabilities

- Author : S?ren Asmussen
- Publsiher : World Scientific
- Release : 20 January 2022
- ISBN : 9814282529
- Pages : 602 pages
- Rating : 4/5 from 21 reviews

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Read or download book entitled Ruin Probabilities written by S?ren Asmussen which was release on 20 January 2022, this book published by World Scientific. Available in PDF, EPUB and Kindle Format. Book excerpt: The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?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.

- Author : S?ren Asmussen,Hansjrg Albrecher
- Publisher : World Scientific
- Release Date : 2010
- Total pages : 602
- ISBN : 9814282529

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**Summary :** The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?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 ...

- Author : Anonim
- Publisher : Unknown
- Release Date : 2022-01-20
- Total pages : 212
- ISBN : 9814282529

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**Summary :** Download or read online Ruin Probabilities written by , published by which was released on . Get Ruin Probabilities Books now! Available in PDF, ePub and Kindle....

- Author : S?ren Asmussen
- Publisher : World Scientific
- Release Date : 2000
- Total pages : 385
- ISBN : 9814282529

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**Summary :** The text is a treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (for example, 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 ...

- Author : Yuliya Mishura,Olena Ragulina
- Publisher : Elsevier
- Release Date : 2016-11-08
- Total pages : 276
- ISBN : 9814282529

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**Summary :** Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for ...

- Author : Asmussen Soren
- Publisher : World Scientific
- Release Date : 2000-07-24
- Total pages : 400
- ISBN : 9814282529

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**Summary :** The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, ...

- Author : O. Zygouras,Mathematics
- Publisher : Unknown
- Release Date : 1978
- Total pages : 212
- ISBN : 9814282529

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**Summary :** Download or read online Ruin Probabilities in Collective Risk written by O. Zygouras,Mathematics, published by which was released on 1978. Get Ruin Probabilities in Collective Risk Books now! Available in PDF, ePub and Kindle....

- Author : Soeren Asmussen
- Publisher : Springer Science & Business Media
- Release Date : 2008-01-08
- Total pages : 438
- ISBN : 9814282529

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**Summary :** "This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a ...

- Author : Prem C. Consul,Felix Famoye
- Publisher : Springer Science & Business Media
- Release Date : 2006-07-25
- Total pages : 352
- ISBN : 9814282529

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**Summary :** Fills a gap in book literature Examines many new Lagrangian probability distributions and their applications to a variety of different fields Presents background mathematical and statistical formulas for easy reference Detailed bibliography and index Exercises in many chapters May be used as a reference text or in graduate courses and ...

- Author : Hanspeter Schmidli
- Publisher : Unknown
- Release Date : 2000
- Total pages : 45
- ISBN : 9814282529

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**Summary :** Download or read online Characteristics of Ruin Probabilities in Classical Risk Models with and Without Investment Cox Risk Models and Perturbed Risk Models written by Hanspeter Schmidli, published by which was released on 2000. Get Characteristics of Ruin Probabilities in Classical Risk Models with and Without Investment Cox Risk Models and ...

- Author : Peter Whittle
- Publisher : Springer Science & Business Media
- Release Date : 2012-12-06
- Total pages : 353
- ISBN : 9814282529

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**Summary :** This book has exerted a continuing appeal since its original publication in 1970. It develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturally and economically this way, and that applications of real interest can be addressed ...

- Author : P. Boogaert,A. De Waegenaere
- Publisher : Unknown
- Release Date : 1989
- Total pages : 12
- ISBN : 9814282529

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**Summary :** Download or read online Simulation of Ruin Probabilities written by P. Boogaert,A. De Waegenaere, published by which was released on 1989. Get Simulation of Ruin Probabilities Books now! Available in PDF, ePub and Kindle....

- Author : Anders Martin-Löf
- Publisher : Unknown
- Release Date : 2005
- Total pages : 23
- ISBN : 9814282529

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**Summary :** Download or read online Ruin Probabilities for a Risk process with Variable Premium written by Anders Martin-Löf, published by which was released on 2005. Get Ruin Probabilities for a Risk process with Variable Premium Books now! Available in PDF, ePub and Kindle....

- Author : Anonim
- Publisher : John Wiley & Sons
- Release Date : 2008-09-02
- Total pages : 2176
- ISBN : 9814282529

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**Summary :** Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, ...

- Author : Ki-Lung Kwok,郭麒龍
- Publisher : Open Dissertation Press
- Release Date : 2017-01-26
- Total pages : 68
- ISBN : 9814282529

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**Summary :** This dissertation, "On Computing Ruin Probabilities" by Ki-lung, Kwok, 郭麒龍, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in ...

- Author : Steven R. Dunbar
- Publisher : American Mathematical Soc.
- Release Date : 2019-04-03
- Total pages : 232
- ISBN : 9814282529

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**Summary :** Mathematical Modeling in Economics and Finance is designed as a textbook for an upper-division course on modeling in the economic sciences. The emphasis throughout is on the modeling process including post-modeling analysis and criticism. It is a textbook on modeling that happens to focus on financial instruments for the management ...