Gerber<U+0013>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 Cramř<U+0013>Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are th...
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| Format: | Electronic |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Series: | EAA Series,
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-02303-8 |