Surplus Analysis of Sparre Andersen Insurance Risk Processes

By Gordon E Willmot

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3319890662
• ISBN13: 9783319890661
• Release Date: June 2019
• Publisher: Springer
• Length: 225 Pages