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  • LEVEL-CROSSING PROBLEMS AND INVERSE GAUSSIAN DISTRIBUTIONS
    ebook
    LEVEL-CROSSING PROBLEMS AND INVERSE GAUSSIAN DISTRIBUTIONS
    VSEVOLOD K. MALINOVSKII
    Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations focusses on the inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework. This approximation, whose name was coined by the author, is a successful competitor of the normal (or Cramér's), diffusion, and Teu...

    $5,100.00

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  • RISK MEASURES AND INSURANCE SOLVENCY BENCHMARKS
    ebook
    RISK MEASURES AND INSURANCE SOLVENCY BENCHMARKS
    VSEVOLOD K. MALINOVSKII
    Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models 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, have a taste for classical and asymptotic analysis, and are motivated to ...

    $1,340.00

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