Ruin.Probabilities

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1、RUINPROBABILITIESSecondEdition7431tp.indd18/5/109:33AMADVANCEDSERIESONSTATISTICALSCIENCE&APPLIEDPROBABILITYEditor:OleE.Barndorff-NielsenPublishedVol.1RandomWalksofInfinitelyManyParticlesbyP.RévészVol.2RuinProbabilitiesbyS.AsmussenVol.3EssentialsofStochasticFinance:Facts,Models,TheorybyAlbertN.S

2、hiryaevVol.4PrinciplesofStatisticalInferencefromaNeo-FisherianPerspectivebyL.PaceandA.SalvanVol.5LocalStereologybyEvaB.VedelJensenVol.6ElementaryStochasticCalculus—WithFinanceinViewbyT.MikoschVol.7StochasticMethodsinHydrology:Rain,LandformsandFloodseds.O.E.Barndorff-Nielsenetal.Vol.8Statistical

3、ExperimentsandDecisions:AsymptoticTheorybyA.N.ShiryaevandV.G.SpokoinyVol.9Non-GaussianMerton–Black–ScholesTheorybyS.I.BoyarchenkoandS.Z.LevendorskiĭVol.10LimitTheoremsforAssociatedRandomFieldsandRelatedSystemsbyA.BulinskiandA.ShashkinVol.11StochasticModelingofElectricityandRelatedMarkets.byF.E.

4、Benth,J.ÒaltyteBenthandS.KoekebakkerVol.12AnElementaryIntroductiontoStochasticInterestRateModelingbyN.PrivaultVol.13ChangeofTimeandChangeofMeasurebyO.E.Barndorff-NielsenandA.ShiryaevVol.14RuinProbabilities(2ndEdition)byS.AsmussenandH.AlbrecherEH-RuinProbabilities.pmd27/26/2010,4:56PMAdvancedSer

5、iesonStatisticalScience&AppliedProbabilityVol.14RUINPROBABILITIESSecondEditionSørenAsmussenAarhusUniversity,DenmarkHansjörgAlbrecherUniversityofLausanne,SwitzerlandWorldScientificNEWJERSEY•LONDON•SINGAPORE•BEIJING•SHANGHAI•HONGKONG•TAIPEI•CHENNAI7431tp.indd28/5/109:33AMPublishedbyWorldScientifi

6、cPublishingCo.Pte.Ltd.5TohTuckLink,Singapore596224USAoffice:27WarrenStreet,Suite401-402,Hackensack,NJ07601UKoffice:57SheltonStreet,CoventGarden,LondonWC2H9HELibraryofCongressCataloging-in-PublicationDataAsmussen,Søren.Ruinprobabilities/bySørenAsmussen&HansjörgAlbrecherp.cm.--(Advancedseriesonst

7、atisticalscienceandappliedprobability;v.14)Includesbibliographicalreferencesandindex.ISBN-13:978-981-4282-52-9(hardcover:alk.paper)ISBN-10:981-4282-52-9(hardcover:alk.paper)1.Insurance--Mathematics.2.Risk.I.Albrecher,Hansjörg.II.T