| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | HG8782.SPR FCT 81899 (Browse shelf) | 1 | Available |
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| HG8781.SPR FCT 97403 Handbook on loss reserving | HG8781.SPR FCT 98300 An introduction to optimal control of FBSDE with incomplete information | HG8781.TSE FCT 99967 Nonlife actuarial models | HG8782.SPR FCT 81899 Gerber–Shiu risk theory | HT166.FER FCT 92960 Relatório de Estágio | HT166.GRI FCT 93329 Reabilitação urbana e desenvolvimento local | HT166.MAN FCT 89114 Processo de Regeneração de Áreas Informais - Caso de Estudo Distrito do Cazenga (Município do Cazenga) |
Colocação: Online
Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. 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. Recent developments in exotic ruin theory are also considered. In particular, by making dividend or tax payments out of the surplus process, the effect on ruin is explored. Gerber-Shiu Risk Theory can be used as lecture notes and is suitable for a graduate course. Each chapter corresponds to approximately two hours of lectures.
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