Gerber¿Shiu Risk Theory

Language: English

Published by Springer International Publishing Okt 2013, 2013

3319023020 / 9783319023021

Series: Book 9 of 16 - EAA Lecture Notes

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 104 pp. Englisch.

Seller Inventory # 9783319023021

Title
Gerber¿Shiu Risk Theory
Author
Andreas E. Kyprianou
Publisher
Springer International Publishing Okt 2013
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3319023020
ISBN 13
9783319023021
Item weight
191 grams
Dimensions
235x155x6 mm
Series
Book 9 of 16: EAA Lecture Notes

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 25.81US$ 25.81
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BuchWeltWeit Ludwig Meier e.K.

Germany