Ruin Probabilities
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Ruin Probabilities 2nd Edition
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Author : Soren Asmussen
language : en
Publisher: World Scientific
Release Date : 2010-09-09
Ruin Probabilities 2nd Edition written by Soren Asmussen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-09 with Mathematics categories.
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.
Ruin Probabilities
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Author : S?ren Asmussen
language : en
Publisher: World Scientific
Release Date : 2000
Ruin Probabilities written by S?ren Asmussen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
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 or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as computational vehicle and the connection to other applied probability areas like queueing theory.
Ruin Probabilities
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Author : S?ren Asmussen
language : en
Publisher: World Scientific
Release Date : 2000
Ruin Probabilities written by S?ren Asmussen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
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, Markov-modulation or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas like queueing theory.
Ruin Probabilities
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Author : Yuliya Mishura
language : en
Publisher: Elsevier
Release Date : 2016-11-08
Ruin Probabilities written by Yuliya Mishura and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-08 with Mathematics categories.
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 different risk models. Next, it gives some possible applications of the results concerning the smoothness of the survival probabilities. Additionally, the book introduces the supermartingale approach, which generalizes the martingale one introduced by Gerber, to get upper exponential bounds for the infinite-horizon ruin probabilities in some generalizations of the classical risk model with risky investments. - Provides new original results - Detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities, as well as possible applications of these results - An excellent supplement to current textbooks and monographs in risk theory - Contains a comprehensive list of useful references
Probability Via Expectation
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Author : Peter Whittle
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Probability Via Expectation written by Peter Whittle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The third edition of 1992 constituted a major reworking of the original text, and the preface to that edition still represents my position on the issues that stimulated me first to write. The present edition contains a number of minor modifications and corrections, but its principal innovation is the addition of material on dynamic programming, optimal allocation, option pricing and large deviations. These are substantial topics, but ones into which one can gain an insight with less labour than is generally thought. They all involve the expectation concept in an essential fashion, even the treatment of option pricing, which seems initially to forswear expectation in favour of an arbitrage criterion. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work. Peter Whittle Preface to the Third Edition This book is a complete revision of the earlier work Probability which appeared in 1970. While revised so radically and incorporatingso much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, demanding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level' . In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character.
Information Computing And Applications Part I
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Author : Rongbo Zhu
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-10-06
Information Computing And Applications Part I written by Rongbo Zhu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-06 with Computers categories.
This book constitutes the proceedings of the International Conference on Information Computing and Applications, held in Tangshan, China, in October 2010.
Metodi Statistici Per La Finanza E Le Assicurazioni
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Author : Benito Vittorio Frosini
language : en
Publisher: Vita e Pensiero
Release Date : 2003
Metodi Statistici Per La Finanza E Le Assicurazioni written by Benito Vittorio Frosini and has been published by Vita e Pensiero this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Changing Business Survival And Sustainability Quotient Volume Ii
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Author : Dr.S.K.Mujibar Rahaman
language : en
Publisher: Archers & Elevators Publishing House
Release Date :
Changing Business Survival And Sustainability Quotient Volume Ii written by Dr.S.K.Mujibar Rahaman and has been published by Archers & Elevators Publishing House this book supported file pdf, txt, epub, kindle and other format this book has been release on with Antiques & Collectibles categories.
Modern Actuarial Risk Theory
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Author : Rob Kaas
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-12-03
Modern Actuarial Risk Theory written by Rob Kaas and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-03 with Business & Economics categories.
Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and.
Probability And Stochastic Modeling
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Author : Vladimir I. Rotar
language : en
Publisher: CRC Press
Release Date : 2012-08-25
Probability And Stochastic Modeling written by Vladimir I. Rotar and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-25 with Mathematics categories.
A First Course in Probability with an Emphasis on Stochastic ModelingProbability and Stochastic Modeling not only covers all the topics found in a traditional introductory probability course, but also emphasizes stochastic modeling, including Markov chains, birth-death processes, and reliability models. Unlike most undergraduate-level probability t