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024 7 $a10.1007/978-3-319-02303-8
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035   $a(DE-He213)978-3-319-02303-8
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100   $a20131002d2013      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aGerber?Shiu Risk Theory /$fby Andreas E. Kyprianou
205   $a1st ed. 2013.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2013.
215   $a1 online resource (95 p.)
225 1 $aEAA Series,$x1869-6937
300   $aDescription based upon print version of record.
311 08$a3-319-02302-0 
320   $aIncludes bibliographical references.
327   $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.
330   $aMotivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér?Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools used in analysing the distribution of the time of ruin, the wealth prior to ruin and the deficit at ruin. Recent developments in exotic ruin theory are also considered. In particular, by making dividend or tax payments out of the surplus process, the effect on ruin is explored. Gerber-Shiu Risk Theory can be used as lecture notes and is suitable for a graduate course. Each chapter corresponds to approximately two hours of lectures.
410  0$aEAA Series,$x1869-6937
606   $aProbabilities
606   $aActuarial science
606   $aProbability Theory
606   $aActuarial Mathematics
615  0$aProbabilities.
615  0$aActuarial science.
615 14$aProbability Theory.
615 24$aActuarial Mathematics.
676   $a368.00151118
700   $aKyprianou$b Andreas E$4aut$4http://id.loc.gov/vocabulary/relators/aut$0296675
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910739409703321
996   $aGerber?Shiu Risk Theory$93552841
997   $aUNINA