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Gerber-Shiu Risk Theory by Andreas E. Kyprianou (Paperback, 2013)

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About this product

Product Information

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 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.

Product Identifiers

Publisher
Springer International Publishing Ag
ISBN-13
9783319023021
eBay Product ID (ePID)
190284647

Product Key Features

Author
Andreas E. Kyprianou
Publication Name
Gerber-Shiu Risk Theory
Format
Paperback
Language
English
Subject
Finance, Mathematics
Publication Year
2013
Type
Textbook
Number of Pages
93 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Item Weight
1897g

Additional Product Features

Title_Author
Andreas E. Kyprianou
Series Title
Eaa Series
Country/Region of Manufacture
Switzerland

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