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Andreas E. Kyprianou - Gerber-Shiu Risk Theory - 9783319023021 - V9783319023021
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Gerber-Shiu Risk Theory

€ 70.95
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Description for Gerber-Shiu Risk Theory Paperback. Here is a modern review of the problem of ruin for the classical Cramer-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. Series: EAA Series. Num Pages: 101 pages, 4 black & white illustrations, 3 colour illustrations, biography. BIC Classification: KFFN. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 6. Weight in Grams: 209.

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.

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Product Details

Format
Paperback
Publication date
2013
Publisher
Springer International Publishing AG Switzerland
Number of pages
101
Condition
New
Series
EAA Series
Number of Pages
93
Place of Publication
Cham, Switzerland
ISBN
9783319023021
SKU
V9783319023021
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Gerber-Shiu Risk Theory
From the book reviews: “The book under review gives a modern perspective on the problems in ruin theory in the framework of the classical Cramér-Lundberg risk model. … This compact book combines rigorous mathematical treatments with discussions and contains a comprehensive bibliography on the related topics at the end of each chapter. … this book is well written and ... Read more

Goodreads reviews for Gerber-Shiu Risk Theory


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