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Probability Metrics and the Stability of Stochastic Models
Language: en
Pages: 520
Authors: Svetlozar T. Rachev
Categories: Mathematics
Type: BOOK - Published: 1991-05-13 - Publisher:

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Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basi
Stability Problems for Stochastic Models: Theory and Applications
Language: en
Pages: 370
Authors: Alexander Zeifman
Categories: Mathematics
Type: BOOK - Published: 2021-03-05 - Publisher: MDPI

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The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated
A Probability Metrics Approach to Financial Risk Measures
Language: en
Pages: 264
Authors: Svetlozar T. Rachev
Categories: Business & Economics
Type: BOOK - Published: 2011-03-10 - Publisher: John Wiley & Sons

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A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance
Probability Metrics and the Stability of Stochastic Models
Language: en
Pages: 508
Authors: Svetlozar Todorov Rachev
Categories: Limit theorems (Probability theory)
Type: BOOK - Published: 200? - Publisher:

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Ruin Probabilities
Language: en
Pages: 621
Authors: S?ren Asmussen
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: World Scientific

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The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram‚r?Lundberg