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Gerber–Shiu Risk Theory
Tallenna

Gerber–Shiu Risk Theory

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.
ISBN
9783319023021
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
16.10.2013
Sivumäärä
93