Andreas E. Kyprianou Books

Introductory Lectures on Fluctuations of Levy Processes with Applications Universitext
Introductory Lectures on Fluctuations of Levy Processes with Applications Universitext
Exotic Option Pricing and Advanced Lvy Models
Stable levy Processes Via Lamperti Type Representations
Stable levy Processes Via Lamperti Type Representations
Stable levy Processes Via Lamperti Type Representations
Lifetime of Excursions Through Random Walks and levy Processes
Lifetime of Excursions Through Random Walks and levy Processes
Gerber Shiu Risk Theory
Gerber Shiu Risk Theory

By Andreas E. Kyprianou

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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 o...

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Gerber Shiu Risk Theory

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