Amvik eBook Solutions

'Heavy-tailed risk modelling plays a central role in modern risk theory; within this perspective, the book provides an excellent guide concerning problems and s

Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentialit

Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are jus

The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics un

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in