Cover Image

Ruin probabilities : smoothness, bounds, supermartingale approach.

Show other versions (1)

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 differ...

Full description

Bibliographic Details
Main Author: Mishura, Yuliya
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: [Place of publication not identified] : Elsevier, 2016.
Subjects:
Risk (Insurance) > Mathematical models.
Probabilities.
Martingales (Mathematics)
Risque (Assurance) > Modèles mathématiques.
Probabilités.
Martingales (Mathématiques)
probability.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Probabilities
Risk (Insurance) > Mathematical models
Electronic books.
Online Access:Connect to the full text of this electronic book

Internet

Connect to the full text of this electronic book

Available Online

Holdings details from Available Online
Call Number: HG8781
 
Call Number Status Get It
HG8781 Available