| 청구기호 |
HB615 .K676 2018 |
| 형태사항 |
xii, 494 p. ; 24 cm.
|
| 언어 |
English |
| 서지주기 |
Includes bibliographical references (p. 487-489) and index.
|
| 내용 |
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.
|
| 주제 |
Risk.
Risk assessment.
Risk perception.
Decision making.
|
| LCCN |
2017019359
|
| ISBN |
9789813223141 (hardcover : alk. paper)
|
