Surplus Analysis of Sparre Andersen Insurance Risk Processes
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Surplus Analysis of Sparre Andersen Insurance Risk Processes
Willmot, Gordon E.; Woo, Jae-Kyung
Springer International Publishing AG
06/2019
225
Mole
Inglês
9783319890661
15 a 20 dias
496
Descrição não disponível.
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
MSC (2010): 60-02, 60G50, 60K10, 62P05;dependent Sparre Andersen risk model;classical compound poisson risk model;classical Poisson risk model derivation;classical Poisson risk model analysis;Gerber Shiu function;ruin probability;deficit at ruin;time of ruin;mixed Erlang distribution;defective renewal equation;renewal risk process;Laplace transform;Dickson Hipp operator;delayed renewal risk model;discrete renewal risk model
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
MSC (2010): 60-02, 60G50, 60K10, 62P05;dependent Sparre Andersen risk model;classical compound poisson risk model;classical Poisson risk model derivation;classical Poisson risk model analysis;Gerber Shiu function;ruin probability;deficit at ruin;time of ruin;mixed Erlang distribution;defective renewal equation;renewal risk process;Laplace transform;Dickson Hipp operator;delayed renewal risk model;discrete renewal risk model
