Surplus analysis of Sparre Andersen insurance risk processes. ([2017])

• Record Type: Book
• Further Information: Note: Gordon E. Willmot, Jae-Kyung Woo.
• Authors: Willmot, Gordon E, 1957-; Woo, Jae-Kyung
• Contents: 1 Introduction -- 2 Technical Preparation -- 3 Gerber?Shiu Analysis in the Classical Poisson Risk Model -- 4 Gerber?Shiu Analysis in the Dependent Sparre Andersen Model -- 5 Models Involving Erlang Components -- 6 The Time of Ruin in the Classical Poisson Risk Model -- 7 Related Risk Models -- 8 Other Topics -- References -- Index.
• Publisher Details: Cham : Springer
• Publication Date: 2017
• Copyright Date: 2017
• Extent: 1 online resource
• Subjects: 368/.01; Mathematics; Risk (Insurance) -- Mathematical models; Insurance -- Mathematics -- Mathematical models; Actuaries -- Examinations, questions, etc; BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management; Actuaries; Risk (Insurance) -- Mathematical models; Mathematics -- Probability & Statistics -- General; Probability & statistics; Mathematical statistics; Business & Economics -- Insurance -- General; Insurance & actuarial studies; Electronic books; Examinations
• Languages: English
• ISBNs: 9783319713625; 3319713620; 3319713612; 9783319713618
• Related ISBNs: 9783319713618
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed January 8, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.