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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: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | EAA Series,
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| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Introduction
- The Wald martingale and the maximum
- The Kella-Whitt martingale and the minimum
- Scale functions and ruin probabilities
- The Gerber-Shiu measure
- Reflection strategies
- Perturbation-at-maximum strategies
- Refraction strategies
- Concluding discussion
- References.