Verfügbarkeit: Ruin probabilities

Ruin probabilities:

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, exten...

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Bibliographische Detailangaben
1. Verfasser:	Asmussen, Søren (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Singapore World Scientific Pub. Co. c2000
Schriftenreihe:	Advanced series on statistical science & applied probability v. 2
Schlagworte:	Insurance / Mathematics Risk Versicherungswirtschaft Finanzmathematik Versicherungsmathematik Finanzwirtschaft Stochastischer Prozess Risikotheorie Statistik
Online-Zugang:	FHN01 Volltext
Zusammenfassung:	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
Beschreibung:	xi, 385 p. ill
ISBN:	9789812779311

Internformat

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Datensatz im Suchindex

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discipline	Mathematik Wirtschaftswissenschaften
format	Electronic eBook
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id	DE-604.BV044635295
illustrated	Not Illustrated
indexdate	2024-07-10T07:57:46Z
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series2	Advanced series on statistical science & applied probability
spelling	Asmussen, Søren Verfasser aut Ruin probabilities Søren Asmussen Singapore World Scientific Pub. Co. c2000 xi, 385 p. ill txt rdacontent c rdamedia cr rdacarrier Advanced series on statistical science & applied probability v. 2 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 Insurance / Mathematics Risk Versicherungswirtschaft (DE-588)4063206-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 s Risikotheorie (DE-588)4135592-1 s Statistik (DE-588)4056995-0 s 1\p DE-604 Stochastischer Prozess (DE-588)4057630-9 s Finanzwirtschaft (DE-588)4017214-4 s 2\p DE-604 Finanzmathematik (DE-588)4017195-4 s 3\p DE-604 Versicherungswirtschaft (DE-588)4063206-4 s 4\p DE-604 5\p DE-604 Erscheint auch als Druck-Ausgabe 9789810222932 Erscheint auch als Druck-Ausgabe 9810222939 http://www.worldscientific.com/worldscibooks/10.1142/2779#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Asmussen, Søren Ruin probabilities Insurance / Mathematics Risk Versicherungswirtschaft (DE-588)4063206-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Versicherungsmathematik (DE-588)4063194-1 gnd Finanzwirtschaft (DE-588)4017214-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Risikotheorie (DE-588)4135592-1 gnd Statistik (DE-588)4056995-0 gnd
subject_GND	(DE-588)4063206-4 (DE-588)4017195-4 (DE-588)4063194-1 (DE-588)4017214-4 (DE-588)4057630-9 (DE-588)4135592-1 (DE-588)4056995-0
title	Ruin probabilities
title_auth	Ruin probabilities
title_exact_search	Ruin probabilities
title_full	Ruin probabilities Søren Asmussen
title_fullStr	Ruin probabilities Søren Asmussen
title_full_unstemmed	Ruin probabilities Søren Asmussen
title_short	Ruin probabilities
title_sort	ruin probabilities
topic	Insurance / Mathematics Risk Versicherungswirtschaft (DE-588)4063206-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Versicherungsmathematik (DE-588)4063194-1 gnd Finanzwirtschaft (DE-588)4017214-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Risikotheorie (DE-588)4135592-1 gnd Statistik (DE-588)4056995-0 gnd
topic_facet	Insurance / Mathematics Risk Versicherungswirtschaft Finanzmathematik Versicherungsmathematik Finanzwirtschaft Stochastischer Prozess Risikotheorie Statistik
url	http://www.worldscientific.com/worldscibooks/10.1142/2779#t=toc
work_keys_str_mv	AT asmussensøren ruinprobabilities

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