Vsevolod K. Malinovskii

Gebundenes Buch

Level-Crossing Problems and Inverse Gaussian Distributions

Closed-Form Results and Approximations

Beschreibung

This book focusses on inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework.

Autor

Vsevolod K. Malinovskii graduated from the Moscow State University, earned his Ph.D. in Mathematics from the Steklov Mathematical Institute in 1983, and his D.Sc. in Mathematics from the Central conomics and Mathematics Institute (CEMI) of the Russian Academy of Science in 2000. He joined Probability Theory's Department of Steklov Mathematical Institute in 1982 and worked there until 2006. Since 2009, he has been a Chief research fellow at the CEMI. He was Visiting Professor at the University of Copenhagen in 1993 and in 1998, and at the University of Montreal in 2001. He has authored Insurance Planning Models: Price Competition and Regulation of Financial Stability and Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models. Professor Malinovskii's main research interests are in Applied Probability and in Mathematical Statistics.

Produktdetails

• Verlag: Chapman and Hall/CRC
• Seitenzahl: 454
• Erscheinungstermin: 27. Juli 2021
• Englisch
• Abmessung: 240mm x 161mm x 29mm
• Gewicht: 842g
• ISBN-13: 9780367740290
• ISBN-10: 036774029X
• Artikelnr.: 62225622