Introduction
Martingales and simple ruin calculations
Further general tools and results
The compound Poisson model
The probability of ruin within finite time
Renewal arrivals
Risk theory in a Markovian environment
Level-dependent risk processes
Matrix-analytic methods
Ruin probabilities in the presence of heavy tails
Ruin probabilities for Lévy processes
Gerber-Shiu functions
Further models with dependency
Stochastic control
Simulation methodology
Miscellaneous topics.