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

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,Grundlagen der Persönlichkeitstheorie,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
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978-3-319-02302-1Springer International Publishing Switzerland 2013
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Gerber–Shiu Risk Theory978-3-319-02303-8Series ISSN 1869-6929 Series E-ISSN 1869-6937
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Introduction,In this brief introductory chapter, we outline the basic context of these lecture notes. In particular, we explain what we understand by so-called . theory and the role that it has played in classical ruin theory.
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