Gerber-Shiu Risk Theory
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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
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Cham :
Springer International Publishing : Imprint: Springer,
2013.
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Edición: | 1st ed. 2013. |
Colección: | EAA Series,
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Acceso en línea: | Texto Completo |