| 000 | 02639nam a22004937a 4500 | ||
|---|---|---|---|
| 001 | sulb-eb0023421 | ||
| 003 | BD-SySUS | ||
| 005 | 20160413122350.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 131002s2013 gw | s |||| 0|eng d | ||
| 020 |
_a9783319023038 _9978-3-319-02303-8 |
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| 024 | 7 |
_a10.1007/978-3-319-02303-8 _2doi |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 050 | 4 | _aQA274-274.9 | |
| 072 | 7 |
_aPBT _2bicssc |
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| 072 | 7 |
_aPBWL _2bicssc |
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| 072 | 7 |
_aMAT029000 _2bisacsh |
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| 082 | 0 | 4 |
_a519.2 _223 |
| 100 | 1 |
_aKyprianou, Andreas E. _eauthor. |
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| 245 | 1 | 0 |
_aGerber–Shiu Risk Theory _h[electronic resource] / _cby Andreas E. Kyprianou. |
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2013. |
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| 300 |
_aVIII, 93 p. 7 illus., 3 illus. in color. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aEAA Series, _x1869-6929 |
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| 505 | 0 | _aIntroduction -- 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 | _aMotivated 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 | _aMathematics. | |
| 650 | 0 | _aActuarial science. | |
| 650 | 0 | _aProbabilities. | |
| 650 | 1 | 4 | _aMathematics. |
| 650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
| 650 | 2 | 4 | _aActuarial Sciences. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319023021 |
| 830 | 0 |
_aEAA Series, _x1869-6929 |
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| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-319-02303-8 |
| 912 | _aZDB-2-SMA | ||
| 942 |
_2Dewey Decimal Classification _ceBooks |
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| 999 |
_c45513 _d45513 |
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