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Gerber–Shiu Risk Theory
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Gerber–Shiu Risk Theory

Engelska
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
Engelska
Vikt
310 gram
Utgivningsdatum
2013-10-16
Sidor
93