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[null,"1.","Record Nr.",null,"UNINA9910788569003321"]
[null,null,"Autore",null,"Asmussen Søren"]
[null,null,"Titolo",null,"Ruin probabilities [[electronic resource] /] / Søren Asmussen, Hansjörg Albrecher"]
[null,null,"Pubbl/distr/stampa",null,"Singapore ; ; Hackensack, N.J., : World Scientific, c2010"]
[null,null,"ISBN",null,"1-283-14383-6"]
[{"$nulls":4},"9786613143839"]
[{"$nulls":4},"981-4282-53-7"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (500 p.)"]
[null,null,"Collana",null,"Advanced series on statistical science & applied probability ; ; v. 14"]
[null,null,"Disciplina",null,"368/.01"]
[null,null,"Soggetti",null,"Insurance - Mathematics"]
[{"$nulls":4},"Risk"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"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."]
[null,null,null,"Sommario/riassunto","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 substantia"]