Ruin Probabilities by Søren Asmussen

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Ruin Probabilities by Søren Asmussen 1

  • Title: Ruin Probabilities
  • Author: Søren Asmussen
  • Category: Other
  • Date: No information
  • Lenguage: English
  • Pages: unknown
  • ISBN: 9789814282536

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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 si

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