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 ...
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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 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.
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New in new dust jacket. Sewn binding. Paper over boards. 602 p. Contains: Illustrations, black & white, Diagrams. Advanced Series on Statistical Science and Applied Probability, 14. Audience: General/trade. Please double check the textbook description: Express shipping takes 3-5 days with free tracking number! Brand New Paperback International edition textbook, 2nd edition. Different ISBN number and book cover design. The content is exactly same as original US edition. The book printed in Black/White, the book cover may contain the foreign words and the restriction sale disclaimer.
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Seller's Description:
New in new dust jacket. Sewn binding. Paper over boards. 602 p. Contains: Illustrations, black & white, Diagrams. Advanced Series on Statistical Science and Applied Probability, 14. Audience: General/trade. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.
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New. Sewn binding. Paper over boards. 620 p. Contains: Diagrams. Advanced Statistical Science and Applied Probability, 14. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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Seller's Description:
Fine. Sewn binding. Paper over boards. 620 p. Contains: Diagrams. Advanced Statistical Science and Applied Probability, 14. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
