机读格式显示(MARC)

• 000 02024cam a2200385 a 4500

• 001 0000545590

• 003 SCNU

• 005 20151022104900.0

• 008 100619r20152010si a b 001 0 eng d

• 010 __ |a 2010023280

• 020 __ |a 9787510084492 (pbk.)

• 040 __ |a HEU |c HEU |d NUL

• 050 _4 |a HG8781 |b .A83 2011

• 082 04 |a 368/.01 |2 22

• 093 __ |a F224.7 |2 5

• 099 __ |a CAL 022015025759

• 100 1_ |a Asmussen, S?ren.

• 245 10 |a Ruin probabilities / |c S?ren Asmussen, Hansjörg Albrecher.

• 246 14 |a 破产概率

• 250 __ |a 2nd ed.

• 260 __ |a [北京 : |b 世界图书出版公司, |c 2015.]

• 300 __ |a xvii, 602 p. : |b ill. ; |c 23 cm.

• 490 0_ |a 经典数学丛书 (影印版)

• 490 0_ |a Advanced series on statistical science & applied probability ; |v v. 14

• 500 __ |a Chinese title on cover.

• 504 __ |a Includes bibliographical references (p. 549-596) and index.

• 505 0_ |a 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.

• 534 __ |p Reprint. Originally published: |c Singapore : World Scientific Publishing Co., c2010. |z 9789814282529.

• 650 _0 |a Insurance |x Mathematics.

• 650 _0 |a Risk.

• 700 1_ |a Albrecher, Hansj?rg.

• 856 1_ |a ftp-ab.calis.edu.cn:tftpserv:userv123 |b /201012005FEI/022011022128/F001.jpg |u http://ftp-ab.calis.edu.cn:3000/view.asp?oid=/201012005FEI/022011022128&type=1 |2 封面

• 856 1_ |a ftp-ab.calis.edu.cn:tftpserv:userv123 |b /201012005FEI/022011022128/M001.jpg |u http://ftp-ab.calis.edu.cn:3000/view.asp?oid=/201012005FEI/022011022128&type=3 |2 目次

• 920 __ |a 242430 |z 2

• 950 __ |a SCNU |f F224.7/A836-2