书目信息 |
| 书名： | Ruin probabilities | |
| 作者： | S?ren Asmussen, Hansj?rg Albrecher. | |
| 分册号： | ||
| 分册名： | 出版地： | 北京 : |
|
| 出版社： | 世界图书出版公司 | |
| 出版时间： | 2011. | |
| 页数： | xvii, 602 p. : | |
| 开本： | 23 cm. | |
| 丛书名： | ||
| 中图分类号： | ||
| 科图分类号： | ||
| 其他分类号： | F224.7 | |
| 主题词： | ||
| 电子资源： | http://ftp-ab.calis.edu.cn:3000/view.asp?oid=/201012005FEI/022011022128&type=1 http://ftp-ab.calis.edu.cn:3000/view.asp?oid=/201012005FEI/022011022128&type=3 | |
| 000 | 01781cam 2200349 a 450 | |
| 001 | CAL 022015025759 | |
| 003 | CAL | |
| 005 | 20150909135329.7 | |
| 008 | 100619r20112010si a b 001 0 eng d | |
| 010 | @a2010023280 | |
| 020 | @a9787510084492 (pbk.)@cCNY99.00 | |
| 040 | @aHEU@cHEU@dNUL | |
| 050 | 4 | @aHG8781@b.A83 2011 |
| 082 | 04 | @a368/.01@222 |
| 093 | @aF224.7@24 | |
| 099 | @aF224.7/A836=2@dF224.7 | |
| 100 | 1 | @aAsmussen, S?ren. |
| 245 | 10 | @aRuin probabilities /@cS?ren Asmussen, Hansj?rg Albrecher. |
| 246 | 14 | @a破产概率 |
| 250 | @a2nd ed. | |
| 260 | @a北京 :@b世界图书出版公司,@c2011. | |
| 300 | @axvii, 602 p. :@bill. ;@c23 cm. | |
| 490 | 0 | @aAdvanced series on statistical science & applied probability ;@vv. 14 |
| 504 | @aIncludes bibliographical references and index. | |
| 505 | 0 | @aIntroduction -- 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 | @pReprint. Originally published:@cSingapore : World Scientific Publishing Co., c2011.@z9789814282529. | |
| 650 | 0 | @aInsurance@xMathematics. |
| 650 | 0 | @aRisk. |
| 700 | 1 | @aAlbrecher, Hansj?rg. |
| 856 | 1 | @uhttp://ftp-ab.calis.edu.cn:3000/view.asp?oid=/201012005FEI/022011022128&type=1@2封面 |
| 856 | 1 | @uhttp://ftp-ab.calis.edu.cn:3000/view.asp?oid=/201012005FEI/022011022128&type=3@2目次 |
| 905 | @a河南城建学院图书馆@dF224.7@eA836=2 | |
| Ruin probabilities / / S?ren Asmussen, Hansj?rg Albrecher.-2nd ed.-北京 : : 世界图书出版公司, , 2011. |
| xvii, 602 p. : : ill. ; ; 23 cm.- (Advanced series on statistical science & applied probability ; v. 14) |
| Includes bibliographical references and index.-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. |
| ISBN 9787510084492 (pbk.)CNY99.00 |
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正题名：Ruin probabilities
索取号：F224.7
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