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

• Autore: Willmot, Gordon E.
• Pubblicazione: Cham, : Springer, 2017
• Titolo uniforme: Surplus Analysis of Sparre Andersen Insurance Risk Processes
• Descrizione fisica: viii, 225 p. : ill. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G50 - Sums of independent random variables; random walks [MSC 2020]; 62Pxx - Applications of statistics [MSC 2020]; 60K10 - Applications of renewal theory (reliability, demand theory, etc.) [MSC 2020]
• Soggetto non controllato: Classical Poisson risk model analysis; Classical Poisson risk model derivation; Classical compound poisson risk model; Defective renewal equation; Deficit at ruin; Delayed renewal risk model; Dependent Sparre Andersen risk model; Dickson Hipp operator; Discrete renewal risk model; Gerber Shiu function; Laplace transform; Mixed Erlang distribution; Renewal risk process; Ruin probability; Time of ruin
• Altri autori: Woo, Jae-Kyung
• Titolo autorizzato: Surplus Analysis of Sparre Andersen Insurance Risk Processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0124294
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-71362-5
• Serie: Springer Actuarial Cham [etc.] . -Springer