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dc.contributor.authorHunting, Martineng
dc.date.accessioned2007-11-28T10:09:51Z
dc.date.available2007-11-28T10:09:51Z
dc.date.issued2007eng
dc.identifier.isbn978-82-308-2181-7en_US
dc.identifier.urihttps://hdl.handle.net/1956/2456
dc.description.abstractThis 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 processesen_US
dc.language.isoengeng
dc.publisherThe University of Bergenen_US
dc.titleLévy processes and Lévy copulas with an application in insuranceen_US
dc.typeMaster thesis
dc.rights.holderThe authoren_US
dc.rights.holderCopyright the author. All rights reserveden_US
dc.subject.nsiVDP::Matematikk og Naturvitenskap: 400::Matematikk: 410nob


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