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...

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Main Author: Kyprianou, Andreas E. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:EAA Series,
Subjects:
Online Access:https://doi.org/10.1007/978-3-319-02303-8

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