Chapter: Scale Functions and Ruin Probabilities

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Home > Gerber–Shiu Risk Theory > Scale Functions and Ruin Probabilities

Gerber–Shiu Risk Theory |

Andreas E. Kyprianou

Springer International Publishing

Scale Functions and Ruin Probabilities

Chapter Info

Authors

Andreas E. Kyprianou

ARI Id

1665024214232_4511634

Access

Not Available Free

Pages

27-35

DOI

10.1007/978-3-319-02303-8_4

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-319-02303-8_4

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Chapters/Headings	Author(s)	Pages	Info
Front Matter		I-VIII
Introduction	Andreas E. Kyprianou	1-8
The Wald Martingale and the Maximum	Andreas E. Kyprianou	9-15
The Kella–Whitt Martingale and the Minimum	Andreas E. Kyprianou	17-26
Scale Functions and Ruin Probabilities	Andreas E. Kyprianou	27-35
The Gerber–Shiu Measure	Andreas E. Kyprianou	37-43
Reflection Strategies	Andreas E. Kyprianou	45-55
Perturbation-at-Maximum Strategies	Andreas E. Kyprianou	57-65
Refraction Strategies	Andreas E. Kyprianou	67-78
Concluding Discussion	Andreas E. Kyprianou	79-89
Back Matter		91-93
Chapters/Headings	Author(s)	Pages	Info

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