Ruin probabilities : smoothness, bounds, supermartingale approach

Author(s)

• Mishura, I︠U︡lii︠a︡ S.
• Ragulina, Olena

Bibliographic Information

Ruin probabilities : smoothness, bounds, supermartingale approach

Yuliya Mishura, Olena Ragulina

ISTE Press , Elsevier, 2016

Note

Includes bibliographical references (p. [239]-253) and index

Details

• NCID: BB23197845
• ISBN:
  • 9781785482182
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London,Oxford
• Pages/Volumes: xv, 260 p.
• Size: 24 cm
• Classification:
  • DC23 : 368.01
• Subject Headings:
  • LCSH : Risk (Insurance) -- Mathematical models
  • LCSH : Probabilities
  • LCSH : Martingales (Mathematics)