[下载]更新Seren Asmussen的Ruin Probabilities

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PDF 12.4mb, first edition english RUIN PROBABILITIES                                                                                                       by          Søren Asmussen             (Lund University, Sweden)                            Thebook is a comprehensive treatment of classical and modern ruinprobability theory. Some of the topics are Lundberg's inequality, theCramér–Lundberg approximation, exact solutions, other approximations(eg. for heavy-tailed claim size distributions), finite horizon ruinprobabilities, extensions of the classical compound Poisson model toallow for reserve-dependent premiums, Markov–modulation or periodicity.Special features of the book are the emphasis on change of measuretechniques, phase-type distributions as a computational vehicle and theconnection to other applied probability areas like queueing theory.

Contents:

Introduction Some General Tools and Results The Compound Poisson Model The Probability of Ruin within Finite Time Renewal Arrivals Risk Theory in a Markovian Environment Premiums Depending on the Current Reserve Matrix–Analytic Methods Ruin Probabilities in the Presence of Heavy Tails Simulation Methodology Miscellaneous Topics

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关键词：Abilities Asmussen Seren ties Ruin 下载 Ruin Asmussen Seren

好书啊, 谢谢了哦

终于得偿所愿啊，谢谢楼主！我一般下东西都不现身的！

非常感谢！

买了，谢谢LZ！！

非常感谢

好书，谢谢！

好书。谢谢分享

非常感谢

谢谢。

此书出第二版了。