.

0 (hodnocen0 x )

EB

ONLINE

2nd ed.

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

1 online resource (xvii, 602 p.) : ill

ISBN 9789814282536 (electronic bk.)

ISBN 9789814282529 (hardcover : alk. paper)

ISBN 9814282529 (hardcover : alk. paper)

Advanced series on statistical science & applied probability ; v. 14

Includes bibliographical references and index

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 Levy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries

001730586

full

(Au-PeEL)EBL731122

(CaONFJC)MIL314383

(CaPaEBR)ebr10480047

(MiAaPQ)EBC731122

(OCoLC)740444825