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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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing
2013.
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| Colección: | EAA Series.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b3291734x*spi |
