BORA BORA
UiB

Bergen Open Research Archive >   Faculty of Mathematics and Natural Sciences >   Department of Mathematics >   Department of Mathematics >

Denne identifikatoren kan du bruke til å sitere eller lenke til denne innførselen: http://hdl.handle.net/1956/2456

Tittel: Lévy processes and Lévy copulas with an application in insurance
Forfattere: Hunting, Martin
Dato: 2007
Forlag: The University of Bergen
Sammendrag: 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
Vises i samlingene:Department of Mathematics

Tilhørende filer:

Fil Beskrivelse StørrelseFormat
Masterthesis_Hunting.pdf3,31 MBAdobe PDFÅpne

SFX Query

Alle innførsler i BORA er beskyttet av opphavsrett

 

Kommentarer University of Bergen Library,
Street address: Stein Rokkans hus, Nygårdsgt. 5, 5015 Bergen
Postal address: P.O.Box 7808, 5020 Bergen
E-post: bora@uib.no