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The Resource Ruin probabilities, Søren Asmussen and Hansjörg Albrecher

Ruin probabilities, Søren Asmussen and Hansjörg Albrecher

Label
Ruin probabilities
Title
Ruin probabilities
Statement of responsibility
Søren Asmussen and Hansjörg Albrecher
Creator
Contributor
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorName
Asmussen, Søren
Illustrations
illustrations
Index
index present
LC call number
HG8781
LC item number
.A83 2010
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Albrecher, Hansjörg
Series statement
Advanced series on statistical science & applied probability
Series volume
14
http://library.link/vocab/subjectName
  • Insurance
  • Risk
Label
Ruin probabilities, Søren Asmussen and Hansjörg Albrecher
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 549-596) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
ocn401145782
Dimensions
24 cm.
Edition
2nd ed.
Extent
xvii, 602 p.
Isbn
9789814282529
Lccn
2010023280
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.
Label
Ruin probabilities, Søren Asmussen and Hansjörg Albrecher
Publication
Bibliography note
Includes bibliographical references (p. 549-596) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
ocn401145782
Dimensions
24 cm.
Edition
2nd ed.
Extent
xvii, 602 p.
Isbn
9789814282529
Lccn
2010023280
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.

Library Locations

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      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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