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Author Asmussen, Søren.

Title Ruin probabilities [electronic resource] / Søren Asmussen, Hansjörg Albrecher.

Imprint Singapore ; Hackensack, N.J. : World Scientific, c2010.


Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Edition 2nd ed.
Description xvii, 602 p. : ill.
Series Advanced series on statistical science & applied probability ; v. 14
Advanced series on statistical science & applied probability ; v. 14.
Bibliography Includes bibliographical references and index.
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.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Insurance -- Mathematics.
Genre/Form Electronic books.
Added Author Albrecher, Hansjörg.
ProQuest (Firm)
ISBN 9789814282529 (hardcover : alk. paper)
9814282529 (hardcover : alk. paper)
9789814282536 (e-book)

Available items only