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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 |
|---|---|
| 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 |
MARC
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| 001 | 978-3-319-02303-8 | ||
| 003 | DE-He213 | ||
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| 007 | cr nn 008mamaa | ||
| 008 | 131002s2013 sz | s |||| 0|eng d | ||
| 020 | |a 9783319023038 |9 978-3-319-02303-8 | ||
| 024 | 7 | |a 10.1007/978-3-319-02303-8 |2 doi | |
| 050 | 4 | |a QA273.A1-274.9 | |
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| 082 | 0 | 4 | |a 519.2 |2 23 |
| 100 | 1 | |a Kyprianou, Andreas E. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Gerber-Shiu Risk Theory |h [electronic resource] / |c by Andreas E. Kyprianou. |
| 250 | |a 1st ed. 2013. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2013. | |
| 300 | |a VIII, 93 p. 7 illus., 3 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a EAA Series, |x 1869-6937 | |
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Actuarial science. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Actuarial Mathematics. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319023045 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319023021 |
| 830 | 0 | |a EAA Series, |x 1869-6937 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-319-02303-8 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||