Retirement Income Recipes in R: From Ruin Probabilities to Intelligent Drawdowns, Milevsky Moshe Arye
Автор: Asmussen SA ren Название: Ruin Probabilities ISBN: 9814282529 ISBN-13(EAN): 9789814282529 Издательство: World Scientific Publishing Рейтинг: Цена: 30888.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers a comprehensive treatment of the classical and modern ruin probability theory. This title includes topics such as: Lundberg`s inequality, the Cramer-Lundberg approximation, exact solutions, other approximations, finite horizon ruin probabilities, and extensions of the classical compound Poisson model to allow for reserve-dependent premiums.
Автор: D. Breysse Название: Probabilities and Materials ISBN: 9401045003 ISBN-13(EAN): 9789401045001 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Research Workshop on `PROBAMAT: Probabilities and Materials: Tests, Models and Applications`, Cachan, France, November 23--25, 1993
Автор: Asmussen Soren Et Al Название: Ruin Probabilities (2Nd Edition) ISBN: 9813203617 ISBN-13(EAN): 9789813203617 Издательство: World Scientific Publishing Цена: 12989.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the CramEr-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions and dependence.
Автор: Radu Zaharopol Название: Invariant Probabilities of Transition Functions ISBN: 3319057227 ISBN-13(EAN): 9783319057224 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book.
Автор: Alan Genz; Frank Bretz Название: Computation of Multivariate Normal and t Probabilities ISBN: 364201688X ISBN-13(EAN): 9783642016882 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Multivariate normal and t probabilities are needed for statistical inference in many applications. This book describes the developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. It discusses methods for specialized problems as well as methods for general problems.
Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem. Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases.
Автор: Peter Olofsson Название: Probabilities: The Little Numbers That Rule Our Lives ISBN: 1118898907 ISBN-13(EAN): 9781118898901 Издательство: Wiley Рейтинг: Цена: 6486.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Praise for the First Edition If there is anything you want to know, or remind yourself, about probabilities, then look no further than this comprehensive, yet wittily written and enjoyable, compendium of how to apply probability calculations in real-world situations.
Автор: Clemens Puppe Название: Distorted Probabilities and Choice under Risk ISBN: 3540542477 ISBN-13(EAN): 9783540542476 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book develops a new model of individual choice under risk within the general framework of rank-dependent utility theory. The new approach captures simultaneously an optimistic attitude towards gambling and risk averse behavior. The model is then applied to some of the observed behavioral patterns contradicting the expected utility hypothesis.
Описание: The principal aim of this book is to introduce to the widest possible audience an original view of belief calculus and uncertainty theory. Part II, The Geometry of Uncertainty, is the core of this book, as it introduces the author`s own geometric approach to uncertainty theory, starting with the geometry of belief functions: Chap.
Описание: This challenging and provocative 1998 book shows how incomplete undirected causes are for science and breathes new life into classical design arguments. It will be read with particular interest by philosophers of science and religion, by other philosophers concerned with epistemology and logic, probability and complexity theorists, and by statisticians.
Автор: On?simo Hern?ndez-Lerma; Jean B. Lasserre Название: Markov Chains and Invariant Probabilities ISBN: 3034894082 ISBN-13(EAN): 9783034894081 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: = {~k` k = 0, 1, ... } with transition probability function (t.pJ.) P(x, B), i.e., P(x, B) := Prob (~k+1 E B I ~k = x) for each x E X, B E B, and k = 0,1, .... is said to be stable if there exists a probability measure (p.m.) /.l on B such that (*) VB EB. /.l(B) = Ix /.l(dx) P(x, B) If (*) holds then /.l is called an invariant p.m. for the Me ~.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
