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...
Tallennettuna:
| Päätekijä: | |
|---|---|
| Aineistotyyppi: | Livre numérique |
| Kieli: | Anglais |
| Julkaistu: |
Cham :
Springer International Publishing
[20..].
Cham : Springer Nature |
| Painos: | 1st ed. 2013. |
| Sarja: | EAA Series
|
| Aiheet: | |
| Linkit: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Huomautus: |
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 |
Sisällysluettelo:
- 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