Surplus Analysis of Sparre Andersen Insurance Risk Processes

• Κύριοι συγγραφείς: Willmot, Gordon E. (Συγγραφέας), Woo, Jae-Kyung (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Σειρά: Springer Actuarial
• Θέματα: Mathematics.; Actuarial science.; Statistics.; Actuarial Sciences.; Statistical Theory and Methods.

This carefully written monograph covers the Sparre Andersen process in an actuarial context using the renewal process as the model for claim counts. A unified reference on Sparre Andersen (renewal risk) processes is included, often missing from existing literature. The authors explore recent results...