Surplus Analysis of Sparre Andersen Insurance Risk Processes

• Main Authors: Willmot, Gordon E. (Author), Woo, Jae-Kyung (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Springer Actuarial
• Subjects: 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...