Ruin probabilities
Wedi'i Gadw mewn:
| Prif Awdur: | |
|---|---|
| Awdur Corfforaethol: | |
| Awduron Eraill: | |
| Fformat: | Electronig eLyfr |
| Iaith: | Saesneg |
| Cyhoeddwyd: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2010.
|
| Rhifyn: | 2nd ed. |
| Cyfres: | Advanced series on statistical science & applied probability ;
v. 14. |
| Pynciau: | |
| Mynediad Ar-lein: | An electronic book accessible through the World Wide Web; click to view |
| Tagiau: |
Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
|
Tabl Cynhwysion:
- 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 Lévy processes
- Gerber-Shiu functions
- Further models with dependency
- Stochastic control
- Simulation methodology
- Miscellaneous topics.