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

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319713618
  • Indbinding:
  • Hardback
  • Sideantal:
  • 225
  • Udgivet:
  • 8. januar 2018
  • Udgave:
  • 12017
  • Vægt:
  • 609 g.
  • 2-3 uger.
  • 2. december 2024
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Beskrivelse af Surplus Analysis of Sparre Andersen Insurance Risk Processes

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.

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