Gerber–Shiu risk theory:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham [u.a.]
Springer
2013
|
| Schriftenreihe: | EAA series
|
| Schlagworte: | |
| Online-Zugang: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783319023021 9783319023038 |
| DOI: | 10.1007/978-3-319-02303-8 |
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Datensatz im Suchindex
| _version_ | 1804151621554274304 |
|---|---|
| adam_text | GERBER–SHIU RISK THEORY
/ KYPRIANOU, ANDREAS E.
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
INTRODUCTION
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
GERBER–SHIU RISK THEORY
/ KYPRIANOU, ANDREAS E.
: 2013
ABSTRACT / INHALTSTEXT
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 CRAMER–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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Kyprianou, Andreas E. |
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| author_role | aut |
| author_sort | Kyprianou, Andreas E. |
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| dewey-full | 610 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 610 - Medicine and health |
| dewey-raw | 610 |
| dewey-search | 610 |
| dewey-sort | 3610 |
| dewey-tens | 610 - Medicine and health |
| discipline | Mathematik Medizin |
| doi_str_mv | 10.1007/978-3-319-02303-8 |
| format | Electronic eBook |
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| spellingShingle | Kyprianou, Andreas E. Gerber–Shiu risk theory Risikotheorie (DE-588)4135592-1 gnd |
| subject_GND | (DE-588)4135592-1 |
| title | Gerber–Shiu risk theory |
| title_auth | Gerber–Shiu risk theory |
| title_exact_search | Gerber–Shiu risk theory |
| title_full | Gerber–Shiu risk theory Andreas E. Kyprianou |
| title_fullStr | Gerber–Shiu risk theory Andreas E. Kyprianou |
| title_full_unstemmed | Gerber–Shiu risk theory Andreas E. Kyprianou |
| title_short | Gerber–Shiu risk theory |
| title_sort | gerber shiu risk theory |
| topic | Risikotheorie (DE-588)4135592-1 gnd |
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