Titlebook: Gerber–Shiu Risk Theory; Andreas E. Kyprianou Textbook 2013 Springer International Publishing Switzerland 2013 Cramér–Lundberg Processes.G

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書(shū)目名稱(chēng)Gerber–Shiu Risk Theory影響因子(影響力)




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名字的誤用

Scale Functions and Ruin Probabilities,order to establish our first results concerning the classical ruin problem. We introduce the so-called ., which will prove to be indispensable, both in this chapter and later, when describing various distributional features of the ruin problem.

Exonerate

,The Gerber–Shiu Measure,ficit at ruin. We shall develop an idea from Chapter?., involving Bernoulli trials of excursions from the minimum, to provide an identity for the expected occupation measure until ruin of the Cramér–Lundberg process. This identity will then play a key role in identifying an expression for the Gerber

小說(shuō)

Reflection Strategies,ection (or barrier) strategy consists of paying dividends out of the surplus in such a way that, for a fixed barrier .>0, any excess of the surplus above this level is instantaneously paid out. The key object of interest in this chapter is the present value of the dividends paid until ruin under for

臭名昭著

Refraction Strategies,arge ourselves with the task of providing identities for the probability of ruin as well as the expected present value of dividends paid until ruin. It turns out that all identities can be written in terms of the scale functions of two different processes. One scale function comes from the Cramér–Lu

臭名昭著

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鎮(zhèn)壓

高度表

Refraction Strategies,t turns out that all identities can be written in terms of the scale functions of two different processes. One scale function comes from the Cramér–Lundberg process . and the other from the same Cramér–Lundberg process but with premium rate reduced by ..