Ruin probabilities
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Körperschaft: | |
| Weitere Verfasser: | |
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2010.
|
| Ausgabe: | 2nd ed. |
| Schriftenreihe: | Advanced series on statistical science & applied probability ;
v. 14. |
| Schlagworte: | |
| Online-Zugang: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Inhaltsangabe:
- 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.