Surplus Analysis of Sparre Andersen Insurance Risk Processes - Softcover

Book 1 of 9: Springer Actuarial

Willmot, Gordon E.; Woo, Jae-Kyung

 
9783319713632: Surplus Analysis of Sparre Andersen Insurance Risk Processes
Softcover
ISBN 10: 3319713639 ISBN 13: 9783319713632
Publisher: Springer, 2018

This specific ISBN edition is currently not available.

Synopsis

1 Introduction.- 2 Technical Preparation.- 3 Gerber-Shiu Analysis in the Classical Poisson Risk Model.- 4 Gerber-Shiu Analysis in the Dependent Sparre Andersen Model.- 5 Models Involving Erlang Components.- 6 The Time of Ruin in the Classical Poisson Risk Model.- 7 Related Risk Models.- 8 Other Topics.- References.- Index.

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Publisher
Springer
Publication date
2018
Language
English
ISBN 10 
3319713639
ISBN 13 
9783319713632
Binding
Paperback

Other Popular Editions of the Same Title

9783319713618: Surplus Analysis of Sparre Andersen Insurance Risk Processes (Springer Actuarial)

Featured Edition

ISBN 10:  3319713612 ISBN 13:  9783319713618
Publisher: Springer, 2018
Hardcover