Gerber-Shiu risk theory (Q371443)

The book is inspired by several contributions due to H. Gerber and E. Shiu within risk theory. The treatment focuses on a wide range of subjects concerning the classical ruin theory as well as the so-called exotic ruin theory. Moreover, particular attention is paid to martingales and path decompositions, because of their central role in the study of the distribution of the time of ruin, the wealth prior to ruin and the deficit at ruin.