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Risk theory and heavy-tailed Lévy processes
| Metadata Label | Value |
|---|---|
| Author(s): | Furrer, Hansjörg |
| Publisher: | Unknown |
| Citation: | Furrer, Hansjörg. Risk theory and heavy-tailed Lévy processes. (1997). http://dx.doi.org/10.3929/ethz-a-001890634 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(84.88KB),
Fulltext
(3.30MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Risk theory and heavy-tailed Lévy processes |
| Author(s) | Furrer, Hansjörg |
| Publication Place | Zürich |
| Publication Date | 1997 |
| Notes | Diss. Math. Wiss. ETH Zürich, Nr. 12408, 1997. Ref.: P. Embrechts ; Korref.: F. Delbaen |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-001890634 |
| Subject(s) | Mathematics, General |
| Keyword(s) |
RISK THEORY PROBABILITY THEORY RUIN PROBABILITY LÉVY PROCESSES STOCHASTIC PROCESSES |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-22556-01.pdf |
application/pdf | 84.88KB |
| Fulltext |
eth-22556-02.pdf |
application/pdf | 3.30MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=001890634 |
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E-Collection record created: Fri, 18 Apr 2008, 20:58:37 CET