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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 Cramer-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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Bibliographic Details
Main Author: Kyprianou, Andreas E., (Author)
Corporate Author: SpringerLink (Online service)
Format: Online Book
Published: Cham : Springer, 2013.
Series:EAA series
Online Access:Online version
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