Gerber-Shiu Risk Theory (Paperback) (ISBN-13: 9783319023021)

Here is a modern review of the problem of ruin for the classical Cram駻-Lundberg model and the surplus of an insurance company. Covers martingales and path decompositions for analysing distribution of the time of ruin, wealth prior to ruin and deficit at ruin.

Author: Andreas E. Kyprianou
ISBN-10: 3319023020
ISBN-13: 9783319023021
Publisher: Springer
Language: English
Published: 10/16/2013
Pages: 93
Format: Paperback
Weight: 0.35lbs
Size: 9.21h x 6.14w x 0.22d