000			02161nam a2200445 a 4500
001			EBC731122
003			MiAaPQ
005			20240120132641.0
006			m o d |
007			cr cn|||||||||
008			100619s2010 si a sb 001 0 eng d
010			_z 2010023280
020			_z9789814282529 (hardcover : alk. paper)
020			_z9814282529 (hardcover : alk. paper)
020			_a9789814282536 (electronic bk.)
035			_a(MiAaPQ)EBC731122
035			_a(Au-PeEL)EBL731122
035			_a(CaPaEBR)ebr10480047
035			_a(CaONFJC)MIL314383
035			_a(OCoLC)740444825
040			_aMiAaPQ _cMiAaPQ _dMiAaPQ
050		4	_aHG8781 _b.A83 2010
082	0	4	_a368/.01 _222
100	1		_aAsmussen, Sren.
245	1	0	_aRuin probabilities _h[electronic resource] / _cSren Asmussen, Hansjorg Albrecher.
250			_a2nd ed.
260			_aSingapore ; _aHackensack, N.J. : _bWorld Scientific, _cc2010.
300			_axvii, 602 p. : _bill.
490	1		_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 Levy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics.
533			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650		0	_aInsurance _xMathematics.
650		0	_aRisk.
655		4	_aElectronic books.
700	1		_aAlbrecher, Hansjorg.
710	2		_aProQuest (Firm)
830		0	_aAdvanced series on statistical science & applied probability ; _vv. 14.
856	4	0	_uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=731122 _zClick to View
999			_c66788 _d66788