| 2016-11-08 | 2016-11-08 | File type: PDF||About the Author|Yuliya Mishura is Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Ukraine. Her research interests include stoch
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 concer...
You easily download any file type for your gadget.Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach | Yuliya Mishura, Olena Ragulina. A good, fresh read, highly recommended.
