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Surplus Analysis of Sparre Andersen Insurance Risk Processes

Gordon E. Willmot, Jae-Kyung Woo
Springer International Publishing
82.38 € · Hardcover

MSC (2010): 60-02, 60G50, 60K10, 62P05 dependent Sparre Andersen risk model classical compound poisson risk model classical Poisson risk model derivation classical Poisson risk model analysis Gerber Shiu function ruin probability deficit at ruin time of ruin mixed Erlang distribution defective renewal equation renewal risk process Laplace transform Dickson Hipp operator delayed renewal risk model

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 result...

Surplus Analysis of Sparre Andersen Insurance Risk Processes

Gordon E. Willmot, Jae-Kyung Woo
Springer International Publishing
82.38 € · Paperback

MSC (2010): 60-02, 60G50, 60K10, 62P05 dependent Sparre Andersen risk model classical compound poisson risk model classical Poisson risk model derivation classical Poisson risk model analysis Gerber Shiu function ruin probability deficit at ruin time of ruin mixed Erlang distribution defective renewal equation renewal risk process Laplace transform Dickson Hipp operator delayed renewal risk model

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 result...

Surplus Analysis of Sparre Andersen Insurance Risk Processes

Gordon E. Willmot, Jae-Kyung Woo
Springer International Publishing
82.38 € · eBook

MSC (2010): 60-02, 60G50, 60K10, 62P05 dependent Sparre Andersen risk model classical compound poisson risk model classical Poisson risk model derivation classical Poisson risk model analysis Gerber Shiu function ruin probability deficit at ruin time of ruin mixed Erlang distribution defective renewal equation renewal risk process Laplace transform Dickson Hipp operator delayed renewal risk model

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 result...

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