An edition of Ruin probabilities
(2000)
Ruin probabilities
2nd ed.
by Søren Asmussen
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Publish Date
2010
Language
English
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Previews available in: English
Subjects
Mathematics, Insurance, Risk, Insurance, mathematics| Edition | Availability |
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1
Ruin probabilities
2010, World Scientific, World Scientific Publishing Co Pte Ltd
in English
- 2nd ed.
9814282529 9789814282529
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Book Details
Table of Contents
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.
Edition Notes
Includes bibliographical references and index.
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History
- Created December 15, 2010
- 8 revisions
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| June 17, 2023 | Edited by ImportBot | import existing book |
| December 24, 2022 | Edited by MARC Bot | import existing book |
| November 13, 2020 | Edited by MARC Bot | import existing book |
| July 7, 2019 | Edited by MARC Bot | import existing book |
| December 15, 2010 | Created by ImportBot | Imported from Library of Congress MARC record |