{"product_id":"ruin-theoretical-comparisons-von-vesa-pekkanen","title":"Ruin Theoretical Comparisons","description":"\u003cp\u003eThis 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.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783659921438\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783659921438","offer_id":39450717651037,"sku":"9783659921438","price":49.9,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/c1f14db8-d1de-4c75-9770-79f849473aba.jpg?v=1773295497","url":"https:\/\/shop.autorenwelt.de\/en\/products\/ruin-theoretical-comparisons-von-vesa-pekkanen","provider":"Autorenwelt Shop","version":"1.0","type":"link"}