TY  - BOOK
AU  - Asmussen,Soren
AU  - Albrecher,Hansjörg
TI  - Ruin probabilities
T2  - Advanced series on statistical science and applied probability
SN  - 9789814282529
AV  - HG 8781 A86.2010
PY  - 2010///,
CY  - Singapore, New Jersey
PB  - World Scientific
KW  - Insurance
KW  - Mathematics
KW  - Seguros
KW  - Matemáticas
KW  - Risk
KW  - Riesgo
N1  - Incluye referencias bibliográficas e índice; 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
ER  -