Kód: 15234500
Ruin Probabilities
Autor Hansjorg Albrecher, Soren Asmussen
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- ... celý popis
- Jazyk:
Angličtina - Väzba: Brožovaná
- Počet strán: 620
Nakladateľ: World Scientific Publishing Co Pte Ltd, 2010
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Anotácia knihy
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 distribu
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Probability & statistics
94.79 €
- Celý názov: Ruin Probabilities
- Autor: Hansjorg Albrecher, Soren Asmussen
- Jazyk: Angličtina
- Väzba: Brožovaná
- Počet strán: 620
- EAN: 9789813203617
- ISBN: 9813203617
- ID: 15234500
- Nakladateľ: World Scientific Publishing Co Pte Ltd
- Hmotnosť: 820 g
- Rozmery: 229 × 152 × 33 mm
- Dátum vydania: 14. September 2010
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