Offers a comprehensive treatment of the classical and modern ruin probability theory. This title includes topics such as: Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations, finite horizon ruin probabilities, and extensions of the classical compound Poisson model to allow for reserve-dependent premiums.

500 pages, illustrations

Media	Books Hardcover Book (Book with hard spine and cover)
Released	September 14, 2010
ISBN13	9789814282529
Publishers	World Scientific Publishing Co Pte Ltd
Pages	620
Dimensions	157 × 231 × 29 mm · 998 g

See all of Asmussen, Soren (Aarhus Univ, Denmark) ( e.g. Paperback Book and Hardcover Book )