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