Lévy processes and risk theory

This thesis is dedicated to the study of Lévy processes and their applications to Risk theory. A quick and accurate recount of some prerequisites and notions is provided at the start. Following that a comprehensive study regarding the Lévy processes follows. The first part ends with the showcasing o...

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Bibliographic Details
Main Authors: Antoniadis, Ioannis, Αντωνιάδης, Ιωάννης
Other Authors: Βακερούδης, Σταύρος
Language:English
Published: 2023
Subjects:
Online Access:http://hdl.handle.net/11610/25867
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http://hdl.handle.net/11610/25867