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 Digital Human Modeling. Applications in Health, Safety, Ergonomics, and Risk Management by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Creating Target Publics for Welfare Policies by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Development of Oral Cancer by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book School Leadership and Educational Change in Singapore by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book The Role of Anesthesiology in Global Health by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Security, Privacy, and Anonymity in Computation, Communication, and Storage by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Entrepreneurship and the Industry Life Cycle by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Brownian Motion and its Applications to Mathematical Analysis by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Climate Variability Impacts on Land Use and Livelihoods in Drylands by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Psychosocial Perspectives on Peacebuilding by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Beneficial Microorganisms in Medical and Health Applications by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Radiation Therapy for Gastrointestinal Cancers by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Trauma-sensitivity and Peacebuilding by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Nonlinear Analysis - Theory and Methods by Gordon E. Willmot, Jae-Kyung Woo
Cover of the book Assessing and Treating Pediatric Obesity in Neurodevelopmental Disorders 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