| Record ID | marc_columbia/Columbia-extract-20221130-017.mrc:53285017:2037 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-017.mrc:53285017:2037?format=raw |
LEADER: 02037cam a2200373 a 4500
001 8293311
005 20221201062320.0
008 100619t20102010si a b 001 0 eng
010 $a 2010023280
020 $a9789814282529 (hardcover : alk. paper)
020 $a9814282529 (hardcover : alk. paper)
024 $a99940623738
035 $a(OCoLC)ocn401145782
035 $a(OCoLC)401145782
035 $a(NNC)8293311
035 $a8293311
040 $aDLC$cDLC$dYDX$dBTCTA$dYDXCP
050 00 $aHG8781$b.A83 2010
082 00 $a368/.01$222
100 1 $aAsmussen, Søren.$0http://id.loc.gov/authorities/names/n82163929
245 10 $aRuin probabilities /$cSøren Asmussen, Hansjörg Albrecher.
250 $a2nd ed.
260 $aSingapore ;$aHackensack, NJ :$bWorld Scientific,$c[2010], ©2010.
300 $axvii, 602 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aAdvanced series on statistical science & applied probability ;$vv. 14
504 $aIncludes bibliographical references and index.
505 0 $aIntroduction -- 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.
650 0 $aInsurance$xMathematics.$0http://id.loc.gov/authorities/subjects/sh85066815
650 0 $aRisk.$0http://id.loc.gov/authorities/subjects/sh85114195
700 1 $aAlbrecher, Hansjörg.$0http://id.loc.gov/authorities/names/no2010011663
830 0 $aAdvanced series on statistical science & applied probability ;$vv. 14.$0http://id.loc.gov/authorities/names/n97121977
852 00 $boff,bus$hHG8781$i.A83 2010