عنوان
پدید آورنده
موضوع
رده
HG8054.5
HG8054
.
5
کتابخانه
محل استقرار
3319023039 (electronic bk.)
9783319023038 (electronic bk.)
3319023020 (pbk.)
9783319023021
b433137
Gerber-Shiu risk theory /
[Book]
Andreas E. Kyprianou
1 online resource (viii, 93 pages) :
illustrations
EAA series,
1869-6929
Includes bibliographical references (pages 91-93)
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 Cramer-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
3319023020
OhioLINK electronic book center (Online)
SpringerLink
Risk (Insurance)-- Mathematical models
MAT029000
PBT
PBWL
368
.
00151118
23
HG8054
.
5
HG8054
.
5
Kyprianou, Andreas E.
Ohio Library and Information Network
20140103091107.0
pn
مطالعه متن کتاب [Book]
Y
