Willmot, Gordon E.
Surplus Analysis of Sparre Andersen Insurance Risk Processes
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
Avainsanat: Mathematics, Actuarial Sciences, Statistical Theory and Methods
- Tekijä(t)
- Willmot, Gordon E.
- Woo, Jae-Kyung
- Julkaisija
- Springer
- Julkaisuvuosi
- 2017
- Kieli
- en
- Painos
- 1
- Sarja
- Springer Actuarial
- Sivumäärä
- 8 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319713625
- Painetun ISBN
- 978-3-319-71361-8
