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20171111234616.0 |
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100619s2010 si a sb 001 0 eng d |
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|z 9789814282529 (hardcover : alk. paper)
|z 9814282529 (hardcover : alk. paper)
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|a CaPaEBR
|z 9789814282536 (e-book)
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| 050 |
1 |
4 |
|a HG8781
|b .A83 2010eb
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| 100 |
1 |
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|a Asmussen, S²ren.
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| 245 |
1 |
0 |
|a Ruin probabilities
|c S²ren Asmussen, Hansjθorg Albrecher.
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| 250 |
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|a 2nd ed.
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| 260 |
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|a Singapore ;
|b World Scientific,
|c c2010.
|a Hackensack, N.J. :
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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 Lβevy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics.
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| 650 |
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0 |
|a Insurance
|x Mathematics.
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| 700 |
1 |
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|a Albrecher, Hansjθorg.
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| 710 |
2 |
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|a ebrary, Inc.
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| 856 |
4 |
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|u http://site.ebrary.com/lib/ucy/Doc?id=10480047
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| 952 |
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|a CY-NiOUC
|b 5a045de36c5ad14ac1edb7cf
|c 998a
|d 945l
|e -
|t 1
|x m
|z Books
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