Gerber-Shiu Risk Theory

by Andreas E. Kyprianou

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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...

Format:Paperback

Language:English

ISBN:3319023020

ISBN13:9783319023021

Release Date:October 2013

Publisher:Springer

Length:93 Pages

Weight:0.35 lbs.

Dimensions:0.2" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Economics Math Mathematics Science & Math

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Gerber-Shiu Risk Theory

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