Ruin probabilities
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| 主要作者: | |
|---|---|
| 企业作者: | |
| 其他作者: | |
| 格式: | 电子 电子书 |
| 语言: | 英语 |
| 出版: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2010.
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| 版: | 2nd ed. |
| 丛编: | Advanced series on statistical science & applied probability ;
v. 14. |
| 主题: | |
| 在线阅读: | An electronic book accessible through the World Wide Web; click to view |
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书本目录:
- 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.