| Record ID | marc_loc_updates/v38.i26.records.utf8:25170052:1403 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v38.i26.records.utf8:25170052:1403?format=raw |
LEADER: 01403cam a22002898a 4500
001 2010023280
003 DLC
005 20100624101146.0
008 100619s2010 nju b 001 0 eng
010 $a 2010023280
020 $a9789814282529 (hardcover : alk. paper)
020 $a9814282529 (hardcover : alk. paper)
040 $aDLC$cDLC$dDLC
050 00 $aHG8781$b.A83 2010
082 00 $a368/.01$222
100 1 $aAsmussen, Søren.
245 10 $aRuin probabilities /$cby Søren Asmussen & Hansjörg Albrecher
250 $a2nd ed.
260 $aNew Jersey :$bWorld Scientific,$c2010.
263 $a1012
300 $ap. cm.
490 0 $aAdvanced series on statistical science and applied probability ;$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.
650 0 $aRisk.
700 1 $aAlbrecher, Hansjörg.