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 approximation …

In this chapter we establish methods and formulas for computing various performance
measures of monotone systems of repairable components. Emphasis is placed on the point …

This book aims to give an introduction to the methods used in non-life insurance. In addition
to providing an overview of classical actuarial methods, the main part deals with ruin …

In this chapter, we give an overview of ordinary renewal theory on the positive half-line. We
state the basic definitions and prove the important theorems on the renewal process and the …

We survey phase‐type distributions and Markovian point processes, aspects of how to use
such models in applied probability calculations and how to fit them to observed data. A …

In a recent issue, The New Scientist ran a cover story under the title:“Mission improbable.
How to predict the unpredictable”; see Matthews [448]. In it, the author describes a group of …

This paper develops general tools for the analysis of stochastic divide and conquer
algorithms. We concentrate on the average performance and the distribution of the running …

Bibliography Page 1 Bibliography [1] Abadov, ZA (1984) Asymptotical Expansions with Explicit
Estimation of Constants for Exponential Moments of Sums of Random Variables Defined on a …

Reading without meditation is sterile; meditation without reading is liable to error; prayer
without meditation is lukewarm; meditation without prayer is unfruitful; prayer, when it is …