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.
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Vendeur : Librisline, Valentano, VT, Italie
Etat : Used: Very Good. Libro usato, proveniente da una collezione privata. La copertina riporta gli usuali segni del tempo. Le pagine possono risultare ingiallite. Consegna in 24/48 h. 64 l3. N° de réf. du vendeur EV-82UE-3EGE
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Vendeur : WeBuyBooks, Rossendale, LANCS, Royaume-Uni
Etat : Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. N° de réf. du vendeur wbs3609744897
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Vendeur : California Books, Miami, FL, Etats-Unis
Etat : New. N° de réf. du vendeur I-9789810222932
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Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Hardback. Etat : New. 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. N° de réf. du vendeur LU-9789810222932
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In. N° de réf. du vendeur ria9789810222932_new
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Vendeur : moluna, Greven, Allemagne
Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisSome general tools and results the compound Poisson model premiums depending on the current reserve the probability of ruin within finite time renewal arrivals risk theory in a Markovian environment risk theory in. N° de réf. du vendeur 909655121
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Vendeur : Buchpark, Trebbin, Allemagne
Etat : Gut. Zustand: Gut | Seiten: 400 | Sprache: Englisch | Produktart: Bücher | 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. N° de réf. du vendeur 1344614/203
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Vendeur : preigu, Osnabrück, Allemagne
Buch. Etat : Neu. RUIN PROBABILITIES (V2) | Asmussen Soren | Buch | Gebunden | Englisch | 2000 | World Scientific | EAN 9789810222932 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. N° de réf. du vendeur 133907716
Quantité disponible : 5 disponible(s)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Hardcover. Etat : Brand New. 385 pages. 8.50x6.50x0.75 inches. In Stock. N° de réf. du vendeur x-9810222939
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Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Buch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. N° de réf. du vendeur 9789810222932
Quantité disponible : 1 disponible(s)