Ruin Probabilities (2nd Edition)
2010年9月 · Advanced Series On Statistical Science And Applied Probability 第 14 冊 · World Scientific
電子書
620
頁數
family_home
符合資格
info
report評分和評論未經驗證 瞭解詳情
關於這本電子書
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-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.
為這本電子書評分
請分享你的寶貴意見。
閱讀資訊
智能手機和平板電腦
手提電腦和電腦
你可以使用電腦的網絡瀏覽器聆聽在 Google Play 上購買的有聲書。
電子書閱讀器及其他裝置
如要在 Kobo 等電子墨水裝置上閱覽書籍，你需要下載檔案並傳輸到你的裝置。請按照說明中心的詳細指示，將檔案傳輸到支援的電子書閱讀器。
