Too many options? Treat your friends and family to their favourite stores with a Bayshore Shopping Centre gift card, redeemable at participating retailers throughout the centre. Click below to purchase yours today!Purchase Here
Coles Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach at Bayshore Shopping Centre in Ottawa, ON
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Coles
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
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
Coles is renowned for its outstanding customer service and great selection of books. Along with the vast array of magazines, stationary, audio-books, children's literature, fiction, non-fiction and reference books, you can find accessories to make your reading experience more pleasurable. We can recommend the very best in reading today. We will help you search our titles for exactly what you need, and if we do not have it in stock, we will order it for you.
