@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.
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.
