Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach 1st Edition by Yuliya Mishura (PDF)

Description

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 resultsDetailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities, as well as possible applications of these resultsAn excellent supplement to current textbooks and monographs in risk theoryContains a comprehensive list of useful references

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐

⭐

Keywords

Free Download Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach 1st Edition in PDF format
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach 1st Edition PDF Free Download
Download Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach 1st Edition 2016 PDF Free
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach 1st Edition 2016 PDF Free Download
Download Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach 1st Edition PDF
Free Download Ebook Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach 1st Edition