Willmot, Gordon E.
Surplus Analysis of Sparre Andersen Insurance Risk Processes
1. Introduction
Gordon E. Willmot, Jae-Kyung Woo
2. Technical Preparation
Gordon E. Willmot, Jae-Kyung Woo
3. Gerber–Shiu Analysis in the Classical Poisson Risk Model
Gordon E. Willmot, Jae-Kyung Woo
4. Gerber–Shiu Analysis in the Dependent Sparre Andersen Model
Gordon E. Willmot, Jae-Kyung Woo
5. Models Involving Erlang Components
Gordon E. Willmot, Jae-Kyung Woo
6. The Time of Ruin in the Classical Poisson Risk Model
Gordon E. Willmot, Jae-Kyung Woo
7. Related Risk Models
Gordon E. Willmot, Jae-Kyung Woo
8. Other Topics
Gordon E. Willmot, Jae-Kyung Woo
Keywords: Mathematics, Actuarial Sciences, Statistical Theory and Methods
- Author(s)
- Willmot, Gordon E.
- Woo, Jae-Kyung
- Publisher
- Springer
- Publication year
- 2017
- Language
- en
- Edition
- 1
- Series
- Springer Actuarial
- Page amount
- 8 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319713625
- Printed ISBN
- 978-3-319-71361-8