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Willmot, Gordon E.

Surplus Analysis of Sparre Andersen Insurance Risk Processes

Willmot, Gordon E. - Surplus Analysis of Sparre Andersen Insurance Risk Processes, ebook

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ISBN: 9783319713625
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Table of contents

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)
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
Springer Actuarial
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319713625
Printed ISBN
978-3-319-71361-8

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