Vsevolod K. Malinovskii Forfatter
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Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations (Bog, Hardback, Engelsk)
This book focusses on inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework.
Levering: Skaffevare (forvent 14 - 30 hverdage) -
Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models (Bog, Hardback, Engelsk)
This book is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system. It is also intended for readers who are interested in pure and applied probability and have a taste for classical and asymptotic analysis.
Levering: Skaffevare (forvent 14 - 30 hverdage)
