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)
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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
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E-Collection record created: Fri, 18 Apr 2008, 20:58:37 CET