第二版 Ruin Probabilities--Søren Asmussen）

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Ruin Probabilities（2nd  edition）--Søren Asmussen--World Scientific Publishing Company（2010）


Content

Introduction;
Some General Tools and Results;
The Compound Poisson Model;
The Probability of Ruin within Finite Time;
Renewal Arrivals;
Risk Theory in a Markovian Environment;
Premiums Depending on the Current Reserve;
Matrix-Analytic Methods;
Ruin Probabilities in the Presence of Heavy Tails;
Simulation Methodology;
Miscellaneous Topics;
Stochastic Control;
Gerber-Shiu Functions;
Recent Developments in Monte Carlo Methods;
Recent Developments in Fluctuation Theory for Levy Processes;
Payment of Dividends;
Tail Estimation; Dependent Risks;
Level-Dependent Risk Processes.            

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