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1. Gerber–Shiu Risk Theory
by Andreas E. Kyprianou
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2013
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-3-319-02303-8
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目次情報: 続きを見る
Introduction
The Wald martingale and the maximum
The Kella-Whitt martingale and the minimum
Scale functions and ruin probabilities
The Gerber–Shiu measure
Reflection strategies
Perturbation-at-maximum strategies
Refraction strategies
Concluding discussion
References
Introduction
The Wald martingale and the maximum
The Kella-Whitt martingale and the minimum
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2. Introductory Lectures on Fluctuations of Lévy Processes with Applications
by Andreas E. Kyprianou
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
オンライン: http://dx.doi.org/10.1007/978-3-540-31343-4
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3. Lévy Matters II : Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions
by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Lecture Notes in Mathematics ; 2061
オンライン: http://dx.doi.org/10.1007/978-3-642-31407-0
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