{"product_id":"ruin-probabilities-yuliya-mishura-9781785482182","title":"Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach","description":"\u003ci\u003eRuin Probabilities: Smoothness, Bounds, Supermartingale Approach\u003c\/i\u003e 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Yuliya Mishura,Olena Ragulina\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1785482181\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781785482182\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Iste Press - Elsevier\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/12\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 276\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.27lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.75d","brand":"Yuliya Mishura","offers":[{"title":"Hardcover","offer_id":48136896020735,"sku":"9781785482182","price":175.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_a169439e-08ed-47b7-ab77-de476411e66b.jpg?v=1770165174","url":"https:\/\/www.whiterainbookhouse.com\/products\/ruin-probabilities-yuliya-mishura-9781785482182","provider":"WR Book House","version":"1.0","type":"link"}