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Gerber-Shiu Risk Theory - EAA Series Andreas E. Kyprianou 2013 edition
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Gerber-Shiu Risk Theory - EAA Series
Andreas E. Kyprianou
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.
93 pages, 4 black & white illustrations, 3 colour illustrations, biography
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 16 octobre 2013 |
| ISBN13 | 9783319023021 |
| Éditeurs | Springer International Publishing AG |
| Pages | 93 |
| Dimensions | 155 × 235 × 6 mm · 158 g |
| Langue et grammaire | Anglais |
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