403,55 €
448,39 €
-10% with code: EXTRA
Ruin Probabilities
403,55 € 
- We will send in 10–14 business days.
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 surv…
448.39
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- Author: Yuliya Mishura
- Publisher: ISTE Press - Elsevier
- Year: 2016
- Pages: 276
- ISBN-10: 1785482181
- ISBN-13: 9781785482182
- Format: 15.2 x 22.9 x 1.9 cm, kieti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
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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 one introduced by Gerber, to get upper exponential bounds for the infinite-horizon ruin probabilities in some generalizations of the classical risk model with risky investments.EXTRA 10 % discount with code: EXTRA
403,55 €
448,39 €
We will send in 10–14 business days.
The promotion ends in 24d.03:33:04
The discount code is valid when purchasing from 10 €. Discounts do not stack.
- Author: Yuliya Mishura
- Publisher: ISTE Press - Elsevier
- Year: 2016
- Pages: 276
- ISBN-10: 1785482181
- ISBN-13: 9781785482182
- Format: 15.2 x 22.9 x 1.9 cm, kieti viršeliai
- Language: English English
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 one introduced by Gerber, to get upper exponential bounds for the infinite-horizon ruin probabilities in some generalizations of the classical risk model with risky investments.
Reviews