Risk theory : a heavy tail approach /
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Main Authors: | |
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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. |