TY  - BOOK
AU  - Asmussen,S�ren
AU  - Albrecher,Hansj�org
ED  - ebrary, Inc.
TI  - Ruin probabilities
T2  - Advanced series on statistical science & applied probability
SN  - 9789814282529 (hardcover : alk. paper)
AV  - HG8781 .A83 2010eb
U1  - 368/.01 22
PY  - 2010///
CY  - Singapore, Hackensack, N.J.
PB  - World Scientific
KW  - Insurance
KW  - Mathematics
KW  - Risk
KW  - Electronic books
KW  - local
N1  - 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 L�evy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics; Electronic reproduction; Palo Alto, Calif.; ebrary; 2013; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
UR  - http://ezproxy.alfaisal.edu/login?url=http://site.ebrary.com/lib/alfaisal/Doc?id=10480047
ER  -