00980nam0-22003491i-450-9900014400504033210-387-98570-0000144005FED01000144005(Aleph)000144005FED0100014400520000920d1999----km-y0itay50------baengIntroduction to large truncated Toeplitz matricesA. Bottcher, B. SilbermannNew YorkSpringerc1999xi, 256 p.25 cmUniversitextAlgebra lineare e multilineareTeoria delle matrici512.9Böttcher,Albrecht345486Silbermann,BerndITUNINARICAUNIMARCBK990001440050403321C-6-(10116639MA1MA115-0247B35Introduction to large truncated Toeplitz matrices374408UNINAING0103020nam 2200637 a 450 991046395300332120200520144314.01-283-14383-69786613143839981-4282-53-7(CKB)3360000000001326(EBL)731122(OCoLC)740444825(SSID)ssj0000525460(PQKBManifestationID)12204653(PQKBTitleCode)TC0000525460(PQKBWorkID)10508477(PQKB)11344357(MiAaPQ)EBC731122(WSP)00007431(Au-PeEL)EBL731122(CaPaEBR)ebr10480047(CaONFJC)MIL314383(EXLCZ)99336000000000132620100619d2010 uy 0engur|n|---|||||txtccrRuin probabilities[electronic resource] /Søren Asmussen, Hansjörg Albrecher2nd ed.Singapore ;Hackensack, N.J. World Scientificc20101 online resource (500 p.)Advanced series on statistical science & applied probability ;v. 14Description based upon print version of record.981-4282-52-9 Includes bibliographical references and index.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.The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantiaAdvanced series on statistical science & applied probability ;v. 14.InsuranceMathematicsRiskElectronic books.InsuranceMathematics.Risk.368/.01Asmussen Søren381160Albrecher Hansjörg611748MiAaPQMiAaPQMiAaPQBOOK9910463953003321Ruin probabilities1998134UNINA01238nam2 22002893i 450 VAN027590020240514104453.526978-88-08-66305-420240514d2023 |0itac50 baitaIT|||| |||||ˆ1: ‰Impresa, contratti, titoli di credito, crisi e insolvenzaGaetano Presti, Matteo Rescigno11. edBolognaZanichelli2023XLVII, 390 p.24 cm001VAN02758992001 Corso di diritto commercialeGaetano Presti, Matteo Rescigno205 11. ed210 BolognaZanichelli2023215 2 volumi24 cm1BolognaVANL000003PrestiGaetanoVANV007046147574RescignoMatteoVANV008253115918Zanichelli <editore>VANV110843650ITSOL20240621RICABIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZAIT-CE0105VAN00VAN0275900BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA00CONS VI.B.39 1 00UBG9718 20240514 Impresa, contratti, titoli di credito, crisi e insolvenza4163992UNICAMPANIA