02519nam0 2200541 i 450 VAN0012429420240806100816.40N978331971362520191014d2017 |0itac50 baengCH|||| |||||Surplus Analysis of Sparre Andersen Insurance Risk ProcessesGordon E. Willmot, Jae-Kyung WooChamSpringer2017viii, 225 p.ill.24 cm001VAN001242952001 Springer Actuarial210 Cham [etc.]Springer2017-VAN00236017Surplus Analysis of Sparre Andersen Insurance Risk Processes156306860-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G50Sums of independent random variables; random walks [MSC 2020]VANC020430MF60K10Applications of renewal theory (reliability, demand theory, etc.) [MSC 2020]VANC029272MF62PxxApplications of statistics [MSC 2020]VANC027777MFClassical Poisson risk model analysisKW:KClassical Poisson risk model derivationKW:KClassical compound poisson risk modelKW:KDefective renewal equationKW:KDeficit at ruinKW:KDelayed renewal risk modelKW:KDependent Sparre Andersen risk modelKW:KDickson Hipp operatorKW:KDiscrete renewal risk modelKW:KGerber Shiu functionKW:KLaplace transformKW:KMixed Erlang distributionKW:KRenewal risk processKW:KRuin probabilityKW:KTime of ruinKW:KCHChamVANL001889WillmotGordon E.VANV095735437807WooJae-KyungVANV095736767632Springer <editore>VANV108073650ITSOL20240906RICAhttp://doi.org/10.1007/978-3-319-71362-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00124294BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0927 08eMF927 20191014 Surplus Analysis of Sparre Andersen Insurance Risk Processes1563068UNICAMPANIA