The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg

The text is a treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

This book collects select contributions presented at the International Conference on Importance of Statistics in Global Emerging (ISGES 2020) held at the Depart