Ruin Probabilities

Written By S?ren Asmussen
Ruin Probabilities
  • Publsiher : World Scientific
  • Release : 20 June 2021
  • ISBN : 9814282529
  • Pages : 602 pages
  • Rating : /5 from reviews
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Download or read book entitled Ruin Probabilities by author: S?ren Asmussen which was release on 20 June 2021 and published by World Scientific with total page 602 pages . This book available in PDF, EPUB and Kindle Format. 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.

Ruin Probabilities

Ruin Probabilities
  • Author : S?ren Asmussen,Hansj”rg 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 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 ...

Ruin Probabilities

Ruin Probabilities
  • Author : S?ren Asmussen
  • Publisher : World Scientific
  • Release Date : 2000
  • Total pages : 385
  • 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, ...

Ruin Probabilities

Ruin Probabilities
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2021-06-20
  • Total pages : 212
  • ISBN : 9814282529
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Summary : Read online Ruin Probabilities written by , published by which was released on . Download full Ruin Probabilities Books now! Available in PDF, ePub and Kindle....

Ruin Probabilities

Ruin Probabilities
  • 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, ...

Ruin Probabilities

Ruin Probabilities
  • 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 ...

Insurance Abstracts and Reviews

Insurance Abstracts and Reviews
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1990
  • Total pages : 212
  • ISBN : 9814282529
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Summary : Read online Insurance Abstracts and Reviews written by , published by which was released on 1990. Download full Insurance Abstracts and Reviews Books now! Available in PDF, ePub and Kindle....

Probability and Mathematical Statistics

Probability and Mathematical Statistics
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2005
  • Total pages : 212
  • ISBN : 9814282529
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Summary : Read online Probability and Mathematical Statistics written by , published by which was released on 2005. Download full Probability and Mathematical Statistics Books now! Available in PDF, ePub and Kindle....

Risk Premiums and Their Applications in Ruin Probabilities

Risk Premiums and Their Applications in Ruin Probabilities
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1905
  • Total pages : 212
  • ISBN : 9814282529
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Summary : Some useful properties of the nth stop-loss order and the exponential order will be given in this paper. These results will be applied to the study of losses $L\sb{i}$ (i = 1, 2,$\cdots$), L and ruin probability $\psi$(u). A relationship between the claim amount random variables and ruin probabilities ...

Characteristics of Ruin Probabilities in Classical Risk Models with and Without Investment Cox Risk Models and Perturbed Risk Models

Characteristics of Ruin Probabilities in Classical Risk Models with and Without Investment  Cox Risk Models and Perturbed Risk Models
  • Author : Hanspeter Schmidli
  • Publisher : Unknown
  • Release Date : 2000
  • Total pages : 45
  • ISBN : 9814282529
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Summary : 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. Download full Characteristics of Ruin Probabilities in Classical Risk Models with and Without Investment Cox Risk Models and Perturbed ...

ON COMPUTING RUIN PROBABILITIE

ON COMPUTING RUIN PROBABILITIE
  • 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 ...

Ruin Probabilities in Collective Risk

Ruin Probabilities in Collective Risk
  • Author : O. Zygouras,Mathematics
  • Publisher : Unknown
  • Release Date : 1978
  • Total pages : 212
  • ISBN : 9814282529
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Summary : Read online Ruin Probabilities in Collective Risk written by O. Zygouras,Mathematics, published by which was released on 1978. Download full Ruin Probabilities in Collective Risk Books now! Available in PDF, ePub and Kindle....

Current Index to Statistics Applications Methods and Theory

Current Index to Statistics  Applications  Methods and Theory
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1999
  • Total pages : 212
  • ISBN : 9814282529
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Summary : Read online Current Index to Statistics Applications Methods and Theory written by , published by which was released on 1999. Download full Current Index to Statistics Applications Methods and Theory Books now! Available in PDF, ePub and Kindle....

Encyclopedia of Quantitative Risk Analysis and Assessment R Z Index

Encyclopedia of Quantitative Risk Analysis and Assessment  R Z  Index
  • Author : Edward L. Melnick,Brian Everitt
  • Publisher : Unknown
  • Release Date : 2008
  • Total pages : 1954
  • ISBN : 9814282529
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Summary : Read online Encyclopedia of Quantitative Risk Analysis and Assessment R Z Index written by Edward L. Melnick,Brian Everitt, published by which was released on 2008. Download full Encyclopedia of Quantitative Risk Analysis and Assessment R Z Index Books now! Available in PDF, ePub and Kindle....

Actuarial Research Clearing House

Actuarial Research Clearing House
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2001
  • Total pages : 212
  • ISBN : 9814282529
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Summary : Read online Actuarial Research Clearing House written by , published by which was released on 2001. Download full Actuarial Research Clearing House Books now! Available in PDF, ePub and Kindle....

On Computing Ruin Probabilities

On Computing Ruin Probabilities
  • Author : Ki-Lung Kwok,郭麒龍
  • Publisher : Unknown
  • Release Date : 2017-01-26
  • Total pages : 112
  • ISBN : 9814282529
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Summary : Read online On Computing Ruin Probabilities written by Ki-Lung Kwok,郭麒龍, published by which was released on 2017-01-26. Download full On Computing Ruin Probabilities Books now! Available in PDF, ePub and Kindle....