Surplus Analysis of Sparre Andersen Insurance Risk Processes

Surplus Analysis of Sparre Andersen Insurance Risk Processes by Gordon E. Willmot, Jae-Kyung Woo.

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...

Full description

Saved in:
Bibliographic Details
Main Authors: Willmot, Gordon E. (Author), Woo, Jae-Kyung (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Springer Actuarial,
Springer eBook Collection.
Subjects:
Actuarial science.
Statistics .
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Login for hold information

‌

Click to view e-book

Online

Holdings details from Online
Call Number: E-Book
Status: Available

Similar Items