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Lévy processes and Lévy copulas with an application in insurance

Hunting, Martin
Master thesis
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https://hdl.handle.net/1956/2456
Utgivelsesdato
2007
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  • Department of Mathematics [650]
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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
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The University of Bergen
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