{"product_id":"ruin-probabilities-second-edition-soren-asmussen-9789814282529","title":"Ruin Probabilities (Second Edition)","description":"The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram駻-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions and dependence.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Soren Asmussen, Hansjorg Albrecher\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9814282529\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789814282529\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e World Scientific Publishing Company\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/01\/2010\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 620\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.20lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.10w x 1.10d","brand":"Soren Asmussen","offers":[{"title":"Hardcover","offer_id":44126130241791,"sku":"9789814282529","price":223.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_cd09f1ff-c38b-46a6-9284-dfd0d0478085.jpg?v=1687446441","url":"https:\/\/www.whiterainbookhouse.com\/products\/ruin-probabilities-second-edition-soren-asmussen-9789814282529","provider":"WR Book House","version":"1.0","type":"link"}