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000827641 019__ $$a1017575960$$a1018247834$$a1021191309$$a1027002220$$a1032277307
000827641 020__ $$a9783319713625$$q(electronic book)
000827641 020__ $$a3319713620$$q(electronic book)
000827641 020__ $$z9783319713618
000827641 020__ $$a3319713612
000827641 020__ $$a9783319713618
000827641 0247_ $$a10.1007/978-3-319-71362-5$$2doi
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000827641 1001_ $$aWillmot, Gordon E.,$$d1957-$$eauthor.
000827641 24510 $$aSurplus analysis of Sparre Andersen insurance risk processes /$$cGordon E. Willmot, Jae-Kyung Woo.
000827641 264_1 $$aCham :$$bSpringer,$$c[2017]
000827641 264_4 $$c©2017
000827641 300__ $$a1 online resource.
000827641 336__ $$atext$$btxt$$2rdacontent
000827641 337__ $$acomputer$$bc$$2rdamedia
000827641 338__ $$aonline resource$$bcr$$2rdacarrier
000827641 347__ $$atext file$$bPDF$$2rda
000827641 4901_ $$aSpringer actuarial
000827641 504__ $$aIncludes bibliographical references and index.
000827641 5050_ $$a1 Introduction -- 2 Technical Preparation -- 3 Gerber-Shiu Analysis in the Classical Poisson Risk Model -- 4 Gerber-Shiu Analysis in the Dependent Sparre Andersen Model -- 5 Models Involving Erlang Components -- 6 The Time of Ruin in the Classical Poisson Risk Model -- 7 Related Risk Models -- 8 Other Topics -- References -- Index.
000827641 506__ $$aAccess limited to authorized users.
000827641 520__ $$aThis carefully written monograph covers the Sparre Andersen process in an actuarial context using the renewal process as the model for claim counts. A unified reference on Sparre Andersen (renewal risk) processes is included, often missing from existing literature. The authors explore recent results and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular attention is given to the explicit identification of defective renewal equation components, which are needed to analyse various risk theoretic quantities and are also relevant in other subject areas of applied probability such as dams and storage processes, as well as queuing theory. Aimed at researchers interested in risk/ruin theory and related areas, this work will also appeal to graduate students in classical and modern risk theory and Gerber-Shiu analysis.
000827641 588__ $$aOnline resource; title from PDF title page (viewed January 8, 2018).
000827641 650_0 $$aRisk (Insurance)$$xMathematical models.
000827641 650_0 $$aInsurance$$xMathematics$$xMathematical models.
000827641 650_0 $$aActuaries$$vExaminations, questions, etc.
000827641 7001_ $$aWoo, Jae-Kyung,$$eauthor.
000827641 77608 $$iPrint version:$$aWillmot, Gordon E.$$tSurplus Analysis of Sparre Andersen Insurance Risk Processes.$$dCham : Springer, ©2017$$z9783319713618
000827641 830_0 $$aSpringer actuarial.
000827641 852__ $$bebk
000827641 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-71362-5$$zOnline Access$$91397441.1
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000827641 980__ $$aEBOOK
000827641 980__ $$aBIB
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