/LC.GIF&client=easterncarolinaedu)
Ruin probabilities / Søren Asmussen & Hansjörg Albrecher.
| Author/creator | Asmussen, Søren |
| Other author | Albrecher, Hansjörg. |
| Format | Electronic |
| Edition | 2nd ed. |
| Publication Info | Singapore ; New Jersey : World Scientific, |
| Description | xvii, 602 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Advanced series on statistical science and applied probability ; v. 14 |
| 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. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2010023280 |
| ISBN | 9789814282529 (hardcover : alk. paper) |
| ISBN | 9814282529 (hardcover : alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |