Surplus Analysis of Sparre Andersen Insurance Risk Processes [electronic resource] by Gordon E. Willmot, Jae-Kyung Woo.
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...
| Uniform Title: | Springer Actuarial,
2523-3270 |
|---|---|
| Main Authors: | |
| Corporate Author: | |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Edition: | 1st ed. 2017. |
| Series: | Springer Actuarial,
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| Subjects: | |
| Online Access: | |
| Format: | Electronic eBook |
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