{"product_id":"ruin-probabilities-9789810222932","title":"Ruin Probabilities","description":"\u003cp\u003e • Author(s): Soren Asmussen\u003cbr\u003e • Publisher: World Scientific Publishing Company\u003cbr\u003e • Publisher Imprint: World Scientific Publishing Company\u003cbr\u003e • BISAC: Insurance - General\u003c\/p\u003e\u003cp\u003eThe book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram�r-Lundberg approximation, exact solutions, other approximations (eg. 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 or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas like queueing theory.\u003c\/p\u003e","brand":"World Scientific Publishing Company","offers":[{"title":"Hardcover","offer_id":46896519741591,"sku":"9789810222932","price":13073.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9789810222932.webp?v=1770358781","url":"https:\/\/atlanticbooks.com\/products\/ruin-probabilities-9789810222932","provider":"Atlantic Books","version":"1.0","type":"link"}