Ruin probabilities
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2010.
|
| Edition: | 2nd ed. |
| Series: | Advanced series on statistical science & applied probability ;
v. 14. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 020 | |z 9789814282529 (hardcover : alk. paper) | ||
| 020 | |z 9814282529 (hardcover : alk. paper) | ||
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| 050 | 1 | 4 | |a HG8781 |b .A83 2010eb |
| 082 | 0 | 4 | |a 368/.01 |2 22 |
| 100 | 1 | |a Asmussen, Søren. | |
| 245 | 1 | 0 | |a Ruin probabilities |h [electronic resource] / |c Søren Asmussen, Hansjörg 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 Lévy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Insurance |x Mathematics. | |
| 650 | 0 | |a Risk. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Albrecher, Hansjörg. | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Advanced series on statistical science & applied probability ; |v v. 14. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10480047 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 125308 |d 125308 | ||