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Andreas E Kyprianou

Eaa Gerber-Shiu Risk Theory, (Paperback)

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Key item features

Eaa Gerber-Shiu Risk Theory, (Paperback)
Author: Springer
ISBN: 9783319023021
Format: Paperback
Publication Date: 2013-10-16
Page Count: 93

Specs

Book format
Paperback
Fiction/nonfiction
Non-Fiction
Genre
Textbooks
Publication date
October, 2013
Pages
93
Subgenre
Probability & Statistics

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Here is a modern review of the problem of ruin for the classical Cramér-Lundberg model and the surplus of an insurance company. Covers martingales and path decompositions for analysing distribution of the time of ruin, wealth prior to ruin and deficit at ruin.

Eaa Gerber-Shiu Risk Theory, (Paperback)
Author: Springer
ISBN: 9783319023021
Format: Paperback
Publication Date: 2013-10-16
Page Count: 93

info:

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Specifications

Book format

Paperback

Fiction/nonfiction

Non-Fiction

Genre

Textbooks

Publication date

October, 2013

Warranty

Warranty information

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