LIBERO WebOPAC Catalogue Display (W561)

Catalogue Information
Field name	Details
Dewey Class	368.01
Title	Surplus Analysis of Sparre Andersen Insurance Risk Processes ([EBook]) / by Gordon E. Willmot, Jae-Kyung Woo.
Author	Willmot, Gordon E.
Added Personal Name	Woo, Jae-Kyung author.
Other name(s)	SpringerLink (Online service)
Publication	Cham : : Springer International Publishing : : Imprint: Springer, , 2017.
Physical Details	VIII, 225 p. 3 illus. : online resource.
Series	Springer Actuarial 2523-3262
ISBN	9783319713625
Summary Note	This 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.:
Contents note	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.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-319-71362-5
Links to Related Works	Subject References: Actuarial science . Actuarial Sciences . Mathematics . Statistical Theory and Methods . Statistics . Authors: Willmot, Gordon E. . Woo, Jae-Kyung . Corporate Authors: SpringerLink (Online service) . Series: Springer Actuarial . Classification: 368.01 .

Catalogue Display

Surplus Analysis of Sparre Andersen Insurance Risk Processes

Reviews