Ruin Probabilities

An interesting book called . Download and read books online. Available in all formats, such as Tuebl Mobi PDF etc. Compatible with all devices

Produk Detail:

  • Author : Anonim
  • Publisher : Anonim
  • Pages : 123 pages
  • ISBN : 9814466921
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKRuin Probabilities

Ruin Probabilities

Ruin Probabilities
  • Author : S?ren Asmussen,Hansj”rg Albrecher
  • Publisher : World Scientific
  • Release : 08 December 2021
GET THIS BOOKRuin Probabilities

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

Ruin Probabilities

Ruin Probabilities
  • Author : S?ren Asmussen
  • Publisher : World Scientific
  • Release : 08 December 2021
GET THIS BOOKRuin 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, 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

Ruin Probabilities

Ruin Probabilities
  • Author : Yuliya Mishura,Olena Ragulina
  • Publisher : Elsevier
  • Release : 08 November 2016
GET THIS BOOKRuin Probabilities

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for different risk models. Next, it gives some possible applications of the results concerning the smoothness of the survival probabilities. Additionally, the book introduces the supermartingale approach, which generalizes the martingale

Ruin Probabilities

Ruin Probabilities
  • Author : S?ren Asmussen
  • Publisher : World Scientific
  • Release : 08 December 2021
GET THIS BOOKRuin Probabilities

The text is a treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (for example, 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 computational vehicle and the connection to other applied probability areas like queueing

Risk Premiums and Their Applications in Ruin Probabilities

Risk Premiums and Their Applications in Ruin Probabilities
  • Author : Anonim
  • Publisher : Unknown Publisher
  • Release : 08 December 2021
GET THIS BOOKRisk Premiums and Their Applications in Ruin Probabilities

Some useful properties of the nth stop-loss order and the exponential order will be given in this paper. These results will be applied to the study of losses $L\sb{i}$ (i = 1, 2,$\cdots$), L and ruin probability $\psi$(u). A relationship between the claim amount random variables and ruin probabilities will also be found. The concepts of the nth stop-loss distance and the ruin probability distance will be introduced. A formula for ruin probabilities for heterogeneous portfolios will be given.

Applied Probability and Queues

Applied Probability and Queues
  • Author : Soeren Asmussen
  • Publisher : Springer Science & Business Media
  • Release : 08 January 2008
GET THIS BOOKApplied Probability and Queues

"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS

ON COMPUTING RUIN PROBABILITIE

ON COMPUTING RUIN PROBABILITIE
  • Author : Ki-Lung Kwok,郭麒龍
  • Publisher : Open Dissertation Press
  • Release : 26 January 2017
GET THIS BOOKON COMPUTING RUIN PROBABILITIE

This dissertation, "On Computing Ruin Probabilities" by Ki-lung, Kwok, 郭麒龍, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. Abstract: The objective of this

Retirement Income Recipes in R

Retirement Income Recipes in R
  • Author : Moshe Arye Milevsky
  • Publisher : Springer
  • Release : 27 September 2020
GET THIS BOOKRetirement Income Recipes in R

This book provides computational tools that readers can use to flourish in the retirement income industry. Each chapter describes recipe-like algorithms and explains how to implement them via simple scripts in the freely available R coding language. Students can use those skills to generate quantitative answers to the most common questions in retirement income planning, as well as to develop a deeper understanding of the finance and economics underlying the field itself. The book will be an excellent asset for

Modern Problems of Stochastic Analysis and Statistics

Modern Problems of Stochastic Analysis and Statistics
  • Author : Vladimir Panov
  • Publisher : Springer
  • Release : 21 November 2017
GET THIS BOOKModern Problems of Stochastic Analysis and Statistics

This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of

Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering
  • Author : Paul Glasserman
  • Publisher : Springer Science & Business Media
  • Release : 09 March 2013
GET THIS BOOKMonte Carlo Methods in Financial Engineering

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

Statistical Tools for Finance and Insurance

Statistical Tools for Finance and Insurance
  • Author : Pavel Cizek,Wolfgang Karl Härdle,Rafał Weron
  • Publisher : Springer Science & Business Media
  • Release : 06 December 2005
GET THIS BOOKStatistical Tools for Finance and Insurance

Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. The electronic edition, allowing the reader to run, modify, and enhance all quantlets on the spot, can be downloaded at no cost via the attached license registration card.