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02130nam a2200433 a 4500 |
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EBC731122 |
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100619s2010 si a sb 001 0 eng d |
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|z 2010023280
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|z 9789814282529 (hardcover : alk. paper)
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|z 9814282529 (hardcover : alk. paper)
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|a 9789814282536 (electronic bk.)
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|a HG8781
|b .A83 2010
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|a 368/.01
|2 22
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|a Asmussen, Sren.
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| 245 |
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|a Ruin probabilities
|h [electronic resource] /
|c Sren Asmussen, Hansjorg Albrecher.
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| 250 |
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|a 2nd ed.
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| 260 |
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|a Singapore ;
|a Hackensack, N.J. :
|b World Scientific,
|c c2010.
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| 300 |
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|a xvii, 602 p. :
|b ill.
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| 490 |
1 |
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|a Advanced series on statistical science & applied probability ;
|v v. 14
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|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 Levy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics.
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| 533 |
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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| 650 |
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|a Insurance
|x Mathematics.
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| 650 |
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0 |
|a Risk.
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| 655 |
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4 |
|a Electronic books.
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| 700 |
1 |
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|a Albrecher, Hansjorg.
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| 710 |
2 |
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|a ProQuest (Firm)
|
| 830 |
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0 |
|a Advanced series on statistical science & applied probability ;
|v v. 14.
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=731122
|z Click to View
|
