LIBROS DEL AUTOR: hansjorg albrecher

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  • RUIN PROBABILITIES (2ND EDITION), VOL 14
    ASMUSSEN SOREN / Hansjorg Albrecher / SOREN ASMUSSEN / SOREN ASMUSSEN & HANSJORG ALBRECHER
    The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-depen...
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    104,24 €