Title Statements
- Full title :Ruin probabilities / Søren Asmussen, Hansjörg Albrecher.
Edition Statements
- Publication Date:©2010.
- Edition:2nd ed
Publication Statements
- Publisher(s):World Scientific
- Place of Publication:Singapore
- Language:eng
- Publication Date:©2010.
The Physical Object
- Description:1 online resource (xvii, 602 p.) : : ill.
Edition Identifiers
- ISBN:9789814282536, 9814282537
- oclc:ocn929290791
- LC Classification:HG8781
- Dewey Decimal:368/.01
Table of 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.
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