Gerber–Shiu Risk Theory (EAA Series) - Softcover

Kyprianou, Andreas E. E.

 
9783319023021: Gerber–Shiu Risk Theory (EAA Series)
Softcover
ISBN 10: 3319023020 ISBN 13: 9783319023021
Verlag: Springer, 2013

Inhaltsangabe

Here is a modern review of the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. Covers martingales and path decompositions for analysing distribution of the time of ruin, wealth prior to ruin and deficit at ruin.

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Von der hinteren Coverseite

Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools used in analysing the distribution of the time of ruin, the wealth prior to ruin and the deficit at ruin. Recent developments in exotic ruin theory are also considered. In particular, by making dividend or tax payments out of the surplus process, the effect on ruin is explored.

Gerber-Shiu Risk Theory can be used as lecture notes and is suitable for a graduate course. Each chapter corresponds to approximately two hours of lectures.

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Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
3319023020
ISBN 13 
9783319023021
Einband
Tapa blanda
Anzahl der Seiten
104
Kontakt zum Hersteller
Nicht verfügbar
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