●《博士後文庫》序言
Preface
Chapter 1Introduction
1.1Risk process and ruin probabilities
1.2Claim size distributions and claim arrival process
1.2.1Claim size and heavy-tailed or light-tailed distributions
1.2.2The arrival process
1.3The Cramer-Lundberg Estimate
Chapter 2Risk Model with no Interest Rate
2.1Veraverbeke's theorem
2.2Infinite-time ruin probabilities in two dependent risk models
2.2.1Infinite-time ruin probability with modulated claim sizes
2.2.2Infinite-time ruin probability with NUQD claim sizes
2.3Finite-time ruin probabilities with NLQD inter-arrival times
2.4Supremum of a dependent random walk with subexponential increments
Chapter 3Risk Model with Interest Rate
3.1Finite-time ruin probabilities with dominatedly-varying-tailed claim sizes
3.1.1Some existing results in the independence case
3.1.2Asymptotics and uniform asymptotics for finite-time ruin probabilities in the dependence case
3.2Further results on asymptotics and uniform asymptotics for ruin
probabilities with dominatedly-varying-tailed claim sizes
3.3Finite-time ruin probabilities with subexponential claim sizes
in the dependent compound renewal risk model
3.3.1Compound renewal risk model and dependence structures
3.3.2Finite-time ruin probabilities with subexponential individual claim sizes
3.3.3Simulation study
Chapter 4Discrete-time Risk Model with Insurance and Financial Risks
4.1Randomly weighted sums in the independence case
4.1.1Randomly weighted finite sums
4.1.2Randomly weighted infinite sums
4.2Randomly weighted sums in the dependence case
4.2.1Randomly weighted finite sums with dependent primary random variables
4.2.2Randomly weighted finite sums with dependence between
the primary random variable and the random weight
4.2.3Randomly weighted infinite sums with dependent primary random variables
Bibliography
編後記

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