Surplus analysis of Sparre Andersen insurance risk processes
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| Main Authors: | , |
|---|---|
| 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 |
Table of Contents:
- 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.