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...
Enregistré dans:
| Hovedforfatter: | |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Cham :
Springer International Publishing
[20..].
Cham : Springer Nature |
| Udgivelse: | 1st ed. 2013. |
| Serier: | EAA Series
|
| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
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 |
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| 100 | 1 | |a Kyprianou, Andreas E., |d 19..- | |
| 245 | 1 | 0 | |a Gerber Shiu risk theory |c by Andreas E. Kyprianou. |
| 250 | |a 1st ed. 2013. | ||
| 260 | |a Cham : |b Springer International Publishing. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a EAA Series |x 1869-6937 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Mathématiques | ||
| 776 | 0 | |0 181540282 |t Gerber-Shiu risk theory |f Andreas E. Kyprianou |c Cham |n Springer |d 2013 |p 1 vol. (VIII-93 p.) |s EAA series |z 978-3-319-02302-1 | |
| 776 | 0 | |t Gerber-Shiu Risk Theory |b Texte imprimé |z 9783319023045 | |
| 776 | 0 | |0 181540282 |t Gerber-Shiu risk theory |f Andreas E. Kyprianou |c Cham |n Springer |d 2013 |p 1 vol. (VIII-93 p.) |s EAA series |z 978-3-319-02302-1 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-319-02303-8 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-M4D4KH0N-S |z Accès sur la plateforme Istex | |
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