COVID-19 UPDATES

*We're temporarily closed for in-store browsing*

  • Due to the continuing surge in Covid cases, our physical store is currently closed.
  • You can still shop with us online! We offer curbside pickup seven days a week from 11 a.m. to 5 p.m. and we ship anywhere in the U.S.
  • Our phone lines are open from 11 a.m. to 5 p.m. 7 days a week.

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach (Hardcover)

PLEASE READ BEFORE PLACING AN ORDER:

-Please do not come to the store until you get a confirmation email that your order is complete and ready for pickup!

-Please place orders for pre-order titles separately. If your pre-order is placed with other titles, please note that we will add additional shipping fees.

-Women & Children First is not responsible for lost or stolen packages.

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach Cover Image
Unavailable from our sources

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.
Product Details
ISBN: 9781785482182
ISBN-10: 1785482181
Publisher: Iste Press - Elsevier
Publication Date: October 12th, 2016
Pages: 276
Language: English