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- 2010023280 contributor B11764516.
- 2010023280 contributor B11764517.
- 2010023280 created "c2010.".
- 2010023280 date "2010".
- 2010023280 date "c2010.".
- 2010023280 dateCopyrighted "c2010.".
- 2010023280 description "Includes bibliographical references and index.".
- 2010023280 description "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.".
- 2010023280 extent "xvii, 602 p. :".
- 2010023280 identifier "9789814282529 (hardcover : alk. paper)".
- 2010023280 identifier "9814282529 (hardcover : alk. paper)".
- 2010023280 isPartOf "Advanced series on statistical science and applied probability ; v. 14".
- 2010023280 issued "2010".
- 2010023280 issued "c2010.".
- 2010023280 language "eng".
- 2010023280 publisher "Singapore ; New Jersey : World Scientific,".
- 2010023280 subject "368/.01 22".
- 2010023280 subject "HG8781 .A83 2010".
- 2010023280 subject "Insurance Mathematics.".
- 2010023280 subject "Risk.".
- 2010023280 tableOfContents "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.".
- 2010023280 title "Ruin probabilities / Søren Asmussen & Hansjörg Albrecher".
- 2010023280 type "text".