Risk Analysis in Finance and Insurance, 2nd Edition

Glossary of Notation

:= equality by definition

a.s. almost surely

∅ the empty set

 the end of proof



x ∈ A | Z



the subset of A whose elements possess property Z

A × B the cartesian product of sets A and B

I

A

the indicator function of set A

f|

A

the restriction of function f : X → Y to the

subset A of X

(a

k

), (a

k

)

∞

k=1

the sequence a

1

,... ,a

k

,...

N, Z, R the sets of natural numbers, integers

and real numbers

R

N

the set of all real N-tupels (r

1

,...,r

n

)

2

A

the set of all subsets of A

f(x)=

x→a

O(g(x)) |f (x)|≤const |g(x)| in a neighborhood of a

o(x) a function satisfying |o(x)/x|→0asx → 0

[[ x]] the integer part of x ∈ R

x ∧ y := min{x, y}

C

n

[0, ∞)thespaceofn-times contin ...