Ruin probabilities / Sren Asmussen, Hansjorg Albrecher.
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| Superior document: | Advanced series on statistical science & applied probability ; v. 14 |
|---|---|
| : | |
| TeilnehmendeR: | |
| Year of Publication: | 2010 |
| Edition: | 2nd ed. |
| Language: | English |
| Series: | Advanced series on statistical science & applied probability ;
v. 14. |
| Online Access: | |
| Physical Description: | xvii, 602 p. :; ill. |
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| 082 | 0 | 4 | |a 368/.01 |2 22 |
| 100 | 1 | |a Asmussen, Sren. | |
| 245 | 1 | 0 | |a Ruin probabilities |h [electronic resource] / |c Sren Asmussen, Hansjorg Albrecher. |
| 250 | |a 2nd ed. | ||
| 260 | |a Singapore ; |a Hackensack, N.J. : |b World Scientific, |c c2010. | ||
| 300 | |a xvii, 602 p. : |b ill. | ||
| 490 | 1 | |a Advanced series on statistical science & applied probability ; |v v. 14 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Introduction -- Martingales and simple ruin calculations -- Further general tools and results -- The compound Poisson model -- The probability of ruin within finite time -- Renewal arrivals -- Risk theory in a Markovian environment -- Level-dependent risk processes -- Matrix-analytic methods -- Ruin probabilities in the presence of heavy tails -- Ruin probabilities for Levy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Insurance |x Mathematics. | |
| 650 | 0 | |a Risk. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Albrecher, Hansjorg. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Advanced series on statistical science & applied probability ; |v v. 14. | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=731122 |z Click to View |