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http://hdl.handle.net/1956/2456
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| Title: | Lévy processes and Lévy copulas with an application in insurance |
| Authors: | Hunting, Martin |
| Issue Date: | 2007 |
| Publisher: | The University of Bergen |
| Abstract: | This thesis discusses Lévy processes and Lévy copulas. In connection with
Lévy processes we treat some of the theory behind infinitely divisible distributions,
acknowledging that the two classes are equivalent.Within the class of Lévy processes
we will mostly look at stable processes and compound Poisson processes |
| URI: | http://hdl.handle.net/1956/2456 |
| Appears in Collections: | Department of Mathematics
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