| dc.contributor.author | Hunting, Martin | eng |
| dc.date.accessioned | 2007-11-28T10:09:51Z | |
| dc.date.available | 2007-11-28T10:09:51Z | |
| dc.date.issued | 2007 | eng |
| dc.identifier.isbn | 978-82-308-2181-7 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1956/2456 | |
| dc.description.abstract | 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 | en_US |
| dc.language.iso | eng | eng |
| dc.publisher | The University of Bergen | en_US |
| dc.title | Lévy processes and Lévy copulas with an application in insurance | en_US |
| dc.type | Master thesis | |
| dc.rights.holder | The author | en_US |
| dc.rights.holder | Copyright the author. All rights reserved | en_US |
| dc.subject.nsi | VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410 | nob |
