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 The Difficult Hair Loss Patient by Andreas E. Kyprianou
Cover of the book Advances in Human Factors and Sustainable Infrastructure by Andreas E. Kyprianou
Cover of the book Processing of Polymer-based Nanocomposites by Andreas E. Kyprianou
Cover of the book High Performance Computing for Computational Science – VECPAR 2018 by Andreas E. Kyprianou
Cover of the book Musical Modernism and German Cinema from 1913 to 1933 by Andreas E. Kyprianou
Cover of the book Modelling-based Teaching in Science Education by Andreas E. Kyprianou
Cover of the book Internet of Things, Smart Spaces, and Next Generation Networks and Systems by Andreas E. Kyprianou
Cover of the book British Strategy and Intelligence in the Suez Crisis by Andreas E. Kyprianou
Cover of the book Second International Handbook of Urban Education by Andreas E. Kyprianou
Cover of the book Human Centered Software Product Lines by Andreas E. Kyprianou
Cover of the book International Perspectives on Teaching the Four Skills in ELT by Andreas E. Kyprianou
Cover of the book Unrecognized States and Secession in the 21st Century by Andreas E. Kyprianou
Cover of the book Handbook of Large-Scale Distributed Computing in Smart Healthcare by Andreas E. Kyprianou
Cover of the book Basic Earthquake Engineering by Andreas E. Kyprianou
Cover of the book Measurement of Quarkonium Polarization to Probe QCD at the LHC 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