Needlework 发表于 2025-3-25 05:44:51

Gordon E. Willmot,Jae-Kyung Wooalons such as Holland House, and the urban, academic and professional contexts of London and the Scottish Enlightenment. The civic loci of the university towns and British capitals also remain the essential arenas of the history of science, especially in the treatment of early-nineteenth-century deb

丑恶 发表于 2025-3-25 09:15:28

Book 2017 and are also relevant in other subject areas of applied probability such as dams and storage processes, as well as queuing theory...Aimed at researchers interested in risk/ruin theory and related areas, this work will also appeal to graduate students in classical and modern risk theory and Gerber-Shiu analysis..

山崩 发表于 2025-3-25 15:43:02

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PRO 发表于 2025-3-25 17:55:23

,Gerber–Shiu Analysis in the Dependent Sparre Andersen Model,mmediately prior to ruin in all such models are identified through a combination of conditioning arguments, involving the first claim and the first drop in surplus. Finally, the distribution and moments of the distribution of the deficit are derived.

巡回 发表于 2025-3-25 20:24:27

The Time of Ruin in the Classical Poisson Risk Model,d in Sect. 6.3. The argument of Sect. 6.2 is then applied in Sect. 6.4 to obtain the joint distribution function of the time of ruin and the deficit. A combination of the Gerber-Shiu and Seal methodology is used to derive a somewhat different formula for the density of the time of ruin in Sect. 6.5.

来自于 发表于 2025-3-26 02:24:12

Book 2017.A unified reference on Sparre Andersen (renewal risk) processes is included, often missing from existing literature. The authors explore recent results and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular att

Spangle 发表于 2025-3-26 07:28:10

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Schlemms-Canal 发表于 2025-3-26 12:06:27

Technical Preparation,ant to be comprehensive, i.e. well-known mathematical topics are normally assumed to be known and are not discussed in much detail. Rather, less commonly known topics specific to this monograph are discussed. A brief review is provided of Lagrange polynomials due to their importance in numerous subs

形容词词尾 发表于 2025-3-26 15:28:42

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细查 发表于 2025-3-26 17:10:58

,Gerber–Shiu Analysis in the Dependent Sparre Andersen Model,general distribution of the times between claims, but may also impact the size of the claim at the end of the interclaim time interval. Special cases include various copula-based models proposed in the literature to describe various types of insurance scenarios, and the case where the interclaim tim
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查看完整版本: Titlebook: Surplus Analysis of Sparre Andersen Insurance Risk Processes; Gordon E. Willmot,Jae-Kyung Woo Book 2017 Springer International Publishing