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Ruin Theoretical Comparisons

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Ruin Theoretical Comparisons Vesa Pekkanen
Libristo kod: 13788266
Nakladnici LAP Lambert Academic Publishing, studeni 2015
This book is intended for everyone interested in ruin theory, especially those who wonder how analys... Cijeli opis
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This book is intended for everyone interested in ruin theory, especially those who wonder how analysis changes in the presence of heavy-tailed claims or risky investments. The focus is on the Cramér-Lundberg model and two of its extensions, a diffusion perturbed model and a model with risky investments. For each model, ruin probabilities are calculated for degenerately, uniformly and exponentially distributed claim sizes as well as for Pareto-distributed claim sizes. These ruin probabilities are then compared with one another. For the extended models, a pure diffusion risk reserve process is also analyzed.

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Informacije o knjizi

Puni naziv Ruin Theoretical Comparisons
Autor Vesa Pekkanen
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2016
Broj stranica 96
EAN 9783659921438
Libristo kod 13788266
Nakladnici LAP Lambert Academic Publishing
Težina 159
Dimenzije 150 x 220 x 6

Kategorija

Mathematics & Science > Mathematics > Probability & statistics
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