This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber–Sh

This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the stan

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility t

A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.

A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function