Gerber–Shiu Risk Theory

Business & Finance, Industries & Professions, Insurance, Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Gerber–Shiu Risk Theory by Andreas E. Kyprianou, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Andreas E. Kyprianou ISBN: 9783319023038
Publisher: Springer International Publishing Publication: October 2, 2013
Imprint: Springer Language: English
Author: Andreas E. Kyprianou
ISBN: 9783319023038
Publisher: Springer International Publishing
Publication: October 2, 2013
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Supply Chain Integration Challenges in Commercial Aerospace by Andreas E. Kyprianou
Cover of the book Encounters with Popular Pasts by Andreas E. Kyprianou
Cover of the book Re-Examining The Crime Drop by Andreas E. Kyprianou
Cover of the book Aquatic Dermatology by Andreas E. Kyprianou
Cover of the book Modelling with the Master Equation by Andreas E. Kyprianou
Cover of the book Sustainable Operations Management by Andreas E. Kyprianou
Cover of the book Vertebral Lesions by Andreas E. Kyprianou
Cover of the book Handbook of Climate Change and Biodiversity by Andreas E. Kyprianou
Cover of the book Recent Trends in Cancer Biology: Spotlight on Signaling Cascades and microRNAs by Andreas E. Kyprianou
Cover of the book Simple Relation Algebras by Andreas E. Kyprianou
Cover of the book International Trade Policy and European Industry by Andreas E. Kyprianou
Cover of the book Magnetohydrodynamics and Fluid Dynamics: Action Principles and Conservation Laws by Andreas E. Kyprianou
Cover of the book Local Anaesthesia in Dentistry by Andreas E. Kyprianou
Cover of the book Space Engineering by Andreas E. Kyprianou
Cover of the book Innovative Technologies and Learning by Andreas E. Kyprianou
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy