Risk Theory : A Heavy Tail Approach

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

• | Author: Dimitrios George Konstantinides
• | Publisher: World Scientific Publishing Company
• | Publication Date: Aug 23, 2017
• | Number of Pages: 494 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 9813223146
• | ISBN-13: 9789813223141