| 书目名称 | Surplus Analysis of Sparre Andersen Insurance Risk Processes |
| 编辑 | Gordon E. Willmot,Jae-Kyung Woo |
| 视频video | |
| 概述 | Provides a comprehensive treatment of Sparre Andersen risk processes arising from models in actuarial science.Offers an in-depth analysis of standard models, with a rigorous mathematical presentation. |
| 丛书名称 | Springer Actuarial |
| 图书封面 |  |
| 描述 | .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 and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular attention is given to the explicit identification of defective renewal equation components, which are needed to analyse various risk theoretic quantities 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.. |
| 出版日期 | Book 2017 |
| 关键词 | MSC (2010): 60-02, 60G50, 60K10, 62P05; dependent Sparre Andersen risk model; classical compound poiss |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-71362-5 |
| isbn_softcover | 978-3-319-89066-1 |
| isbn_ebook | 978-3-319-71362-5Series ISSN 2523-3262 Series E-ISSN 2523-3270 |
| issn_series | 2523-3262 |
| copyright | Springer International Publishing AG 2017 |
发表于 2025-3-21 17:07:47
