000			01859nam a2200445 i 4500
001			000699577
005			20241013233909.0
008			170904t20102010sg a rb 001 0 eng d
010			_a2010023280
020			_a9789814282529
020			_a9814282529
035			_a422114
040			_aDLC _bspa _erda _cDLC _dUIASF
050		4	_aHG 8781 _bA86.2010
100	1		_aAsmussen, Soren _eautor
245	1	0	_aRuin probabilities / _cSøren Asmussen, Hansjörg Albrecher.
250			_aSecond edition.
264		1	_aSingapore ; _aNew Jersey : _bWorld Scientific, _c2010,
264		4	_c©2010
300			_axvii, 602 páginas : _bilustraciones ; _c24 cm.
336			_atexto _btxt _2rdacontent
337			_asin mediación _bn _2rdamedia
338			_avolumen _bnc _2rdacarrier
490	1		_aAdvanced series on statistical science and applied probability _v14
504			_aIncluye referencias bibliográficas e índice.
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.
650		0	_aInsurance _xMathematics.
650		4	_aSeguros _xMatemáticas
650		0	_aRisk.
650		4	_aRiesgo
700	1		_aAlbrecher, Hansjörg _eautor
830		0	_aAdvanced series on statistical science & applied probability ; _v14.
905			_a01
942		1	_cNEWBFXC1
999			_c655241 _d655241
980			_8126340 _g ADMIN1
003			MX-MxUI