The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg’s inequality, the Cramér-Lundberg. 15 Jun results of ruin probabilities for different regimes of claim distributions. . Due to the possibility of slow convergence to stationarity, Asmussen . 6 Apr Risk processes, ruin probabilities, subexponential distributions, non- stationary checking the conditions proposed in Asmussen et al. .
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Chapter II Some general tools and results.
Ruin Probabilities : Soren Asmussen :
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Ruin Probabilities Soren Asmussen. Some of the topics are Lundberg’s inequality, the CramrLundberg approximation, exact solutions, other approximations e. Naked Statistics Charles Wheelan. This book exceeds the merits of a standard textbook and it furthermore has the character of an encyclopedia with an impressive compilation of references in total and comments probabilitiew the end of each section.
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Ruin probabilities asmussen IX Ruin probabilities in the ruin probabilities asmussen of heavy tails. Product details Format Hardback pages Dimensions x x 28mm Calculated Risks Director Gerd Gigerenzer. Flap copy The book gives a comprehensive treatment of the classical and modern ruin probability theory.
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Aemussen XI Miscellaneous topics. Chapter V Renewal arrivals.