Surplus analysis of sparre andersen insurance risk processes
106,48 $

Surplus analysis of sparre andersen insurance risk processes

GORDON E. WILLMOT, JAE-KYUNG WOO
éDITION LIVRES NUMÉRIQUES DIVERS



Surplus analysis of sparre andersen insurance risk processes

GORDON E. WILLMOT, JAE-KYUNG WOO

106,48 $ 106,48 $
Régulier: 106,48 $
Rabais: 0,00 $ (0%)
Livre numérique non disponible
Résumé

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 and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular attention is given to the explicit identification of defective renewal equation components, which are needed to analyse various risk theoretic quantities and are also relevant in other subject areas of applied probability such as dams and storage processes, as well as queuing theory.

Aimed at researchers interested in risk/ruin theory and related areas, this work will also appeal to graduate students in classical and modern risk theory and Gerber-Shiu analysis.


Détails
Titre
Surplus analysis of sparre andersen insurance risk processes
Prix
106,48 $
Sujet
Format Poche
Non
Langue
Français/French
Date de publication
2017-12-21
ISBN
9783319713625
Code Interne
2418301
Numéro de produit
2418301
Format numérique
pdf
Disponibilité
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Protection
Adobe DRM
Entrepôt Numérique
NUMILOG

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