Screen LibraryRisk theory : a heavy tail approach /
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| Main Authors: | |
|---|---|
| Published: |
World Scientific Publishing Co. Pte. Ltd.,
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| Publisher Address: | Singapore : |
| Publication Dates: | [2018] |
| Literature type: | Book |
| Language: | English |
| Subjects: | |
| Carrier Form: | xii, 494 pages ; 24 cm |
| Bibliography: | Includes bibliographical references (pages 487-489) and index. |
| ISBN: |
9789813223141 9813223146 |
| Index Number: | HB615 |
| CLC: | F069.9 |
| Call Number: | F069.9/K826 |
| Contents: | Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence model -- Ruin under dependence -- Multivariate regular variation -- Bibliography -- Index. |