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Ruin Probabilities
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: - 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
Ruin Probabilities
Language: en
Pages: 400
Authors: Asmussen Soren
Categories: Mathematics
Type: BOOK - Published: 2000-07-24 - Publisher: World Scientific

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The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approx
Elementary Introduction To Stochastic Interest Rate Modeling, An (2nd Edition)
Language: en
Pages: 244
Authors: Nicolas Privault
Categories: Mathematics
Type: BOOK - Published: 2012-05-04 - Publisher: World Scientific

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Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book p
Introduction To Stochastic Calculus With Applications (2nd Edition)
Language: en
Pages: 432
Authors: Fima C Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005-06-20 - Publisher: World Scientific Publishing Company

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of