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Surplus analysis of Sparre Andersen insurance risk processes
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...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2017
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-71362-5 http://cds.cern.ch/record/2300447 |