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(Uncorrected OCR) Abstract of thesis entitled On the Joint Distribution of Surplus Prior and After Ruin Submitted by Ng Cheuk Yin Andrew for the degree of Maste

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram‚r?Lundberg

Contents:Heavy-Tailed and Nonlinear Continuous-Time ARMA Models for Financial Time Series (P J Brockwell)Nonlinear State Space Model Approach to Financial Time