Ruin probabilities
में बचाया:
| मुख्य लेखक: | |
|---|---|
| निगमित लेखक: | |
| अन्य लेखक: | |
| स्वरूप: | इलेक्ट्रोनिक ई-पुस्तक |
| भाषा: | अंग्रेज़ी |
| प्रकाशित: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2010.
|
| संस्करण: | 2nd ed. |
| श्रृंखला: | Advanced series on statistical science & applied probability ;
v. 14. |
| विषय: | |
| ऑनलाइन पहुंच: | An electronic book accessible through the World Wide Web; click to view |
| टैग: |
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विषय - सूची:
- 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.