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Gerber–Shiu Risk Theory
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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
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
16.10.2013
Antall sider
93