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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.
  • 18. Juni 2024
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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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