Gerber Shiu risk theory
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...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Cham :
Springer International Publishing
[20..].
Cham : Springer Nature |
| الطبعة: | 1st ed. 2013. |
| سلاسل: | EAA Series
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| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Gerber-Shiu risk theory, Andreas E. Kyprianou, Cham, Springer, 2013, 1 vol. (VIII-93 p.), EAA series, 978-3-319-02302-1 • Gerber-Shiu Risk Theory, Texte imprimé, 9783319023045 • Gerber-Shiu risk theory, Andreas E. Kyprianou, Cham, Springer, 2013, 1 vol. (VIII-93 p.), EAA series, 978-3-319-02302-1 |
| الملخص: | 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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| وصف المادة: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ردمك: | 9783319023038 |
| تدمد: | 1869-6937 |
| وصول: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |