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题名/责任者:

Ruin probabilities / S?ren Asmussen, Hansjörg Albrecher.

版本说明:

2nd ed.

出版发行项:

[北京 : 世界图书出版公司, 2015.]

ISBN:

9787510084492 (pbk.)

载体形态项:

xvii, 602 p. : ill. ; 23 cm.

变异题名:

破产概率

丛编说明:

经典数学丛书 (影印版)

丛编说明:

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

个人责任者:

Asmussen, S?ren.

附加个人名称:

Albrecher, Hansj?rg.

论题主题:

Insurance-Mathematics.

论题主题:

Risk.

中图法分类号:

F224.7

一般附注:

Chinese title on cover.

书目附注:

Includes bibliographical references (p. 549-596) and index.

内容附注:

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.

原版附注:

Reprint. Originally published: Singapore : World Scientific Publishing Co., c2010. 9789814282529.

电子资源:

ftp-ab.calis.edu.cn:tftpserv:userv123

电子资源:

ftp-ab.calis.edu.cn:tftpserv:userv123

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