00000nam a2200000 i 4500 UP-99946688289972836 Buklod 20220927130232.0 a r |||| u| ta 220920s2018 si b 001 0 eng d 9789813223141 (hardcover : alk. paper) 19710948 DLC rda DIM eng HB 615 K66 2018 Konstantinides, Dimitrios G. author. Risk theory a heavy tail approach Dimitrios G Konstantinides. Singapore World Scientific [2018] xii, 494 pages 24 cm text rdacontent unmediated rdamedia volume rdacarrier Includes bibliographical references (pages 487-489) and index. 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. Decision making. Risk assessment. Risk perception. Risk. FO UPD DIM HB 615 K66 2018 Book