Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities
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Published By WORLD SCIENTIFIC

9789814282529, 9789814282536

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Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0016 ◽

2010 ◽

pp. 487-516

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Risk theory in a Markovian environment

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0007 ◽

2010 ◽

pp. 165-207

Keyword(s):

Risk Theory ◽

Markovian Environment

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Further models with dependence

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0013 ◽

2010 ◽

pp. 397-443

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Ruin probabilities for Lévy processes

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0011 ◽

2010 ◽

pp. 329-355

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Ruin Probabilities

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Ruin probabilities in the presence of heavy tails

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0010 ◽

2010 ◽

pp. 293-327 ◽

Cited By ~ 1

Keyword(s):

Heavy Tails ◽

Ruin Probabilities

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Level-dependent risk processes

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0008 ◽

2010 ◽

pp. 209-252

Keyword(s):

Risk Processes

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Renewal arrivals

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0006 ◽

2010 ◽

pp. 151-164

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Martingales and simple ruin calculations

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0002 ◽

2010 ◽

pp. 21-37

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Introduction

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0001 ◽

2010 ◽

pp. 1-20 ◽

Cited By ~ 1

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Gerber-Shiu functions

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities ◽

10.1142/9789814282536_0012 ◽

2010 ◽

pp. 357-396

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Advanced Series on Statistical Science & Applied Probability - Ruin ProbabilitiesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Miscellaneous topics

Risk theory in a Markovian environment

Further models with dependence

Ruin probabilities for Lévy processes

Ruin probabilities in the presence of heavy tails

Level-dependent risk processes

Renewal arrivals

Martingales and simple ruin calculations

Introduction

Gerber-Shiu functions

Advanced Series on Statistical Science & Applied Probability - Ruin Probabilities
Latest Publications