Surplus analysis of Sparre Andersen insurance risk processes

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Bibliographic Details
Main Authors: Willmot, Gordon E., 1957- (Author), Woo, Jae-Kyung (Author)
Language:English
Subjects:
Online Access:Link to e-book
Item Description:Springer actuarial
Physical Description:1 online resource.
Bibliography:Includes bibliographical references and index.
Published: Cham : Springer, [2017]
ISBN:9783319713625
3319713620
3319713612
9783319713618
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100 1 |a Willmot, Gordon E.,  |d 1957-  |e author. 
245 1 0 |a Surplus analysis of Sparre Andersen insurance risk processes  |h [electronic resource] /  |c Gordon E. Willmot, Jae-Kyung Woo. 
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264 4 |c ©2017 
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504 |a Includes bibliographical references and index. 
588 0 |a Online resource; title from PDF title page (EBSCO, viewed January 8, 2018). 
505 0 |a 1 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. 
596 |a Springer 2017 eBook collection 
597 |a Individual chapters in PDF format. 
650 0 |a Risk (Insurance)  |x Mathematical models. 
650 0 |a Insurance  |x Mathematics  |x Mathematical models. 
650 0 |a Actuaries  |v Examinations, questions, etc. 
700 1 |a Woo, Jae-Kyung,  |e author. 
776 0 8 |i Print version:  |a Willmot, Gordon E.  |t Surplus Analysis of Sparre Andersen Insurance Risk Processes.  |d Cham : Springer, ©2017  |z 9783319713618 
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