Ruin probabilities
Sábháilte in:
| Príomhchruthaitheoir: | |
|---|---|
| Údar corparáideach: | |
| Rannpháirtithe: | |
| Formáid: | Leictreonach Ríomhleabhar |
| Teanga: | Béarla |
| Foilsithe / Cruthaithe: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2010.
|
| Eagrán: | 2nd ed. |
| Sraith: | Advanced series on statistical science & applied probability ;
v. 14. |
| Ábhair: | |
| Rochtain ar líne: | An electronic book accessible through the World Wide Web; click to view |
| Clibeanna: |
Cuir clib leis
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
|
Clár na nÁbhar:
- 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.