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

Bag om 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319890661
  • Indbinding:
  • Paperback
  • Sideantal:
  • 225
  • Udgivet:
  • 6. juni 2019
  • Udgave:
  • 12017
  • Vægt:
  • 496 g.
  • 2-3 uger.
  • 17. december 2024
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Forlænget returret til d. 31. januar 2025

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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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