World Scientific Publishing Company
Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management
$196.81
World Scientific Publishing Company
Risk Theory : A Heavy Tail Approach
Product Code:
9789813223141
ISBN13:
9789813223141
Condition:
New
$192.72
Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence model -- Ruin under dependence -- Multivariate regular variation -- Bibliography -- Index
| Author: Dimitrios George Konstantinides |
| Publisher: World Scientific Publishing Company |
| Publication Date: Aug 23, 2017 |
| Number of Pages: 494 pages |
| Language: English |
| Binding: Hardcover |
| ISBN-10: 9813223146 |
| ISBN-13: 9789813223141 |
Risk Theory : A Heavy Tail Approach
$192.72
Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence model -- Ruin under dependence -- Multivariate regular variation -- Bibliography -- Index
| Author: Dimitrios George Konstantinides |
| Publisher: World Scientific Publishing Company |
| Publication Date: Aug 23, 2017 |
| Number of Pages: 494 pages |
| Language: English |
| Binding: Hardcover |
| ISBN-10: 9813223146 |
| ISBN-13: 9789813223141 |
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