9783319023038
IR
EN-52364
انگلیسی
IR
Gerber-Shiu Risk Theor
[Book]
:[delta
/ by Andreas E. Kyprianou
Cham
: Springer International Publishing :Imprint: Springer,
, 2013.
VIII, 93 p. 7 illus., 3 illus. in color., online resource.
(EAA Series,1869-6929)
Electronic
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 Cram?شr-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.
Introduction -- The Wald martingale and the maximum -- The Kella-Whitt martingale and the minimum -- Scale functions and ruin probabilities -- The Gerber-Shiu measure -- Reflection strategies -- Perturbation-at-maximum strategies -- Refraction strategies -- Concluding discussion -- References.?╗╣
EAA Series,1869-6929
Mathematics
Distribution (Probability theory)
Electronic books
E-BOOK
Kyprianou, Andreas E.
SpringerLink (Online service)
ایران
9783319023021.pdf
عادی
عادی
9783319023021.pdf
متن
old catalog
e
BL
1
a
Y
