Surplus Analysis of Sparre Andersen Insurance Risk Processes / Gordon E. Willmot, Jae-Kyung Woo |
Autore | Willmot, Gordon E. |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | viii, 225 p. : ill. ; 24 cm |
Altri autori (Persone) | Woo, Jae-Kyung |
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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124294 |
Willmot, Gordon E. | ||
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Surplus Analysis of Sparre Andersen Insurance Risk Processes / Gordon E. Willmot, Jae-Kyung Woo |
Autore | Willmot, Gordon E. |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | viii, 225 p. : ill. ; 24 cm |
Altri autori (Persone) | Woo, Jae-Kyung |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020] 60K10 - Applications of renewal theory (reliability, demand theory, etc.) [MSC 2020] 62Pxx - Applications of statistics [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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124294 |
Willmot, Gordon E. | ||
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|