Surplus Analysis of Sparre Andersen Insurance Risk Processes

Business & Finance, Industries & Professions, Insurance, Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Surplus Analysis of Sparre Andersen Insurance Risk Processes by Gordon E. Willmot, Jae-Kyung Woo, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Gordon E. Willmot, Jae-Kyung Woo ISBN: 9783319713625
Publisher: Springer International Publishing Publication: December 21, 2017
Imprint: Springer Language: English
Author: Gordon E. Willmot, Jae-Kyung Woo
ISBN: 9783319713625
Publisher: Springer International Publishing
Publication: December 21, 2017
Imprint: Springer
Language: English

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 and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular attention is given to the explicit identification of defective renewal equation components, which are needed to analyse various risk theoretic quantities and are also relevant in other subject areas of applied probability such as dams and storage processes, as well as queuing theory.

Aimed at researchers interested in risk/ruin theory and related areas, this work will also appeal to graduate students in classical and modern risk theory and Gerber-Shiu analysis.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular attention is given to the explicit identification of defective renewal equation components, which are needed to analyse various risk theoretic quantities and are also relevant in other subject areas of applied probability such as dams and storage processes, as well as queuing theory.

Aimed at researchers interested in risk/ruin theory and related areas, this work will also appeal to graduate students in classical and modern risk theory and Gerber-Shiu analysis.

More books from Springer International Publishing

Cover of the book Social Network Based Big Data Analysis and Applications by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Governance of a Transboundary River by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Methods of Solving Complex Geometry Problems by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Geomathematics: Theoretical Foundations, Applications and Future Developments by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Korea’s Quest for Economic Democratization by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Exploring Betty A. Reardon’s Perspective on Peace Education by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Sports and The Global South by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Computer Vision – ECCV 2018 by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Multi-disciplinary Trends in Artificial Intelligence by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Networks of Dissipative Systems by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Consociationalism and Power-Sharing in Europe by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Unconventional Methods for Oil & Gas Exploration in Cuba by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Pitfalls in Musculoskeletal Radiology by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Modeling Conflict Dynamics with Spatio-temporal Data by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Innovations in Social Marketing and Public Health Communication by Gordon E. Willmot, Jae-Kyung Woo
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy