Téléchargez le livre : Ruin Probabilities

Ruin Probabilities

Smoothness, Bounds, Supermartingale Approach de

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Éditeur :

Iste Press - Elsevier


Paru le : 2016-11-08

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Description
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. - Provides new original results - Detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities, as well as possible applications of these results - An excellent supplement to current textbooks and monographs in risk theory - Contains a comprehensive list of useful references
Pages
276 pages
Collection
n.c
Parution
2016-11-08
Marque
Iste Press - Elsevier
EAN papier
9781785482182
EAN PDF
9780081020982
Informations sur l'ebook
Nombre pages copiables
27
Nombre pages imprimables
27
Taille du fichier
6953 Ko
Prix
131,88 €
EAN EPUB SANS DRM
9780081020982
Informations sur l'ebook
Prix
131,88 €

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