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(Ebook) Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach by Mišura, Ûliâ Stepanovna; Ragulìna, Olena Ûrìïvna ISBN 9781051051067, 9781785482182, 1051051061, 1785482181

  • SKU: EBN-6748642
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4.4

8 reviews
Instant download (eBook) Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach after payment.
Authors:Mišura, Ûliâ Stepanovna; Ragulìna, Olena Ûrìïvna
Pages:276 pages.
Year:2016
Editon:1
Publisher:Elsevier, ISTE Press
Language:english
File Size:1.88 MB
Format:pdf
ISBNS:9781051051067, 9781785482182, 1051051061, 1785482181
Categories: Ebooks

Product desciption

(Ebook) Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach by Mišura, Ûliâ Stepanovna; Ragulìna, Olena Ûrìïvna ISBN 9781051051067, 9781785482182, 1051051061, 1785482181

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach 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.
  • Provides new original results
  • Detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities, as well as possible applications of these results
  • An excellent supplement to current textbooks and monographs in risk theory
  • Contains a comprehensive list of useful references
*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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