Lévy processes and Lévy copulas with an application in insurance
Master thesis
Permanent lenke
https://hdl.handle.net/1956/2456Utgivelsesdato
2007Metadata
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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
Utgiver
The University of BergenOpphavsrett
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