Autorenfreundlich Bücher kaufen?!
Beschreibung
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.
Details
| Verlag | LAP LAMBERT Academic Publishing |
| Ersterscheinung | 12. Juli 2016 |
| Maße | 22 cm x 15 cm x 0.7 cm |
| Gewicht | 161 Gramm |
| Format | Softcover |
| ISBN-13 | 9783659921438 |
| Seiten | 96 |
Schlagwörter
Bekannt durch
